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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7885	6.03***
α ARCH Response to squared shocks	0.0544	8.73***
β GARCH Volatility persistence	0.9359	132.88***

γ₁	-0.0026	-2.59***
γ₂	0.0033	2.65***

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Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Polish Zloty Analyses