V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 18th, 2025:11.65% (-0.11%)
Analysis last updated: Thursday, April 17, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty S0GARCH
paramt-stat
ω0.66455.08
α0.05967.54
β0.913984.41
γ10.01070.32
γ2-0.0197-0.38
γ3-0.0003-0.01
γ40.05192.00
γ5-0.1301-5.52
γ60.15796.70
γ7-0.0998-3.91
γ80.05282.06
γ9-0.0372-2.16
Estimation Period:
Sep 1, 1993 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts