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{name} Model Equation

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Param	Value	t-stat
ωconst	0.7888	6.07***
αARCH	0.0542	8.72***
βGARCH	0.9360	133.03***

γ₁	-0.0025	-2.57**
γ₂	0.0033	2.63***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7888	6.07***
α ARCH Response to squared shocks	0.0542	8.72***
β GARCH Volatility persistence	0.9360	133.03***

γ₁	-0.0025	-2.57**
γ₂	0.0033	2.63***

V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Polish Zloty Analyses