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

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V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:22.47% (-1.16%)

Analysis last updated: Sunday, January 29, 2023, 01:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7620	7.13
$α$	0.0666	6.95
$β$	0.8946	63.05
$γ_{1}$	0.0720	1.59
$γ_{2}$	-0.1215	-1.75
$γ_{3}$	0.0891	1.93
$γ_{4}$	-0.0858	-2.06
$γ_{5}$	0.1253	3.37
$γ_{6}$	-0.2188	-7.35
$γ_{7}$	0.2595	8.62
$γ_{8}$	-0.1861	-5.05
$γ_{9}$	0.1284	3.29
$γ_{10}$	-0.0952	-3.10

Estimation Period:
Sep 1, 1993 to Jan 28, 2023

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