V-Lab: Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:8.33% (-0.16%)

Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6741	5.30
$α$	0.0589	7.51
$β$	0.9144	84.56
$γ_{1}$	0.0109	0.34
$γ_{2}$	-0.0192	-0.38
$γ_{3}$	-0.0004	-0.01
$γ_{4}$	0.0488	1.92
$γ_{5}$	-0.1249	-5.45
$γ_{6}$	0.1544	6.75
$γ_{7}$	-0.0974	-3.97
$γ_{8}$	0.0484	1.93
$γ_{9}$	-0.0326	-1.94

Estimation Period:
Sep 1, 1993 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts