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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7880	6.04***
α ARCH Response to squared shocks	0.0545	8.73***
β GARCH Volatility persistence	0.9358	132.64***

γ₁	-0.0026	-2.58**
γ₂	0.0033	2.63***

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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