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

V-Lab

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V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:9.59% (-0.18%)

Analysis last updated: Tuesday, February 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6697	5.09
$α$	0.0593	7.53
$β$	0.9146	84.88
$γ_{1}$	0.0119	0.35
$γ_{2}$	-0.0212	-0.40
$γ_{3}$	-0.0006	-0.02
$γ_{4}$	0.0546	2.06
$γ_{5}$	-0.1336	-5.47
$γ_{6}$	0.1592	6.50
$γ_{7}$	-0.0988	-3.71
$γ_{8}$	0.0507	1.92
$γ_{9}$	-0.0346	-1.95

Estimation Period:
Sep 1, 1993 to Jan 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts