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

V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:8.11% (-0.15%)

Analysis last updated: Friday, August 29, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6619	5.04
$α$	0.0586	7.55
$β$	0.9155	86.11
$γ_{1}$	0.0087	0.27
$γ_{2}$	-0.0167	-0.33
$γ_{3}$	-0.0002	-0.01
$γ_{4}$	0.0468	1.84
$γ_{5}$	-0.1218	-5.38
$γ_{6}$	0.1521	6.72
$γ_{7}$	-0.0956	-3.94
$γ_{8}$	0.0448	1.78
$γ_{9}$	-0.0288	-1.68

Estimation Period:
Sep 1, 1993 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts