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 ·

All

graph of Polish Zloty S0GARCH
paramt-stat
ω0.66195.04
α0.05867.55
β0.915586.11
γ10.00870.27
γ2-0.0167-0.33
γ3-0.0002-0.01
γ40.04681.84
γ5-0.1218-5.38
γ60.15216.72
γ7-0.0956-3.94
γ80.04481.78
γ9-0.0288-1.68
Estimation Period:
Sep 1, 1993 to Aug 29, 2025
Impact of return on volatility tomorrow
Volatility Forecasts