V-Lab
V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:9.66% (-0.20%)

Analysis last updated: Monday, April 15, 2024 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty S0GARCH
paramt-stat
ω0.72736.09
α0.05997.19
β0.910278.97
γ10.04601.03
γ2-0.0768-1.13
γ30.04731.02
γ4-0.0323-0.71
γ50.05781.25
γ6-0.1505-3.90
γ70.22076.72
γ8-0.1784-5.48
γ90.12143.52
γ10-0.0841-3.18
Estimation Period:
Sep 1, 1993 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts