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

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Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:6.27% (-0.08%)

Analysis last updated: Sunday, December 7, 2025 at 01:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6838	5.03
$α$	0.0582	7.66
$β$	0.9182	90.19
$γ_{1}$	0.0093	0.28
$γ_{2}$	-0.0165	-0.32
$γ_{3}$	-0.0006	-0.02
$γ_{4}$	0.0433	1.64
$γ_{5}$	-0.1150	-4.96
$γ_{6}$	0.1461	6.29
$γ_{7}$	-0.0889	-3.62
$γ_{8}$	0.0317	1.23
$γ_{9}$	-0.0146	-0.83

Estimation Period:
Sep 1, 1993 to Dec 5, 2025

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