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

V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:9.60% (+0.16%)

Analysis last updated: Friday, May 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6792	5.32
$α$	0.0588	7.52
$β$	0.9149	85.27
$γ_{1}$	0.0124	0.38
$γ_{2}$	-0.0206	-0.41
$γ_{3}$	-0.0017	-0.05
$γ_{4}$	0.0513	2.01
$γ_{5}$	-0.1267	-5.46
$γ_{6}$	0.1552	6.68
$γ_{7}$	-0.0984	-3.94
$γ_{8}$	0.0507	1.99
$γ_{9}$	-0.0350	-2.04

Estimation Period:
Sep 1, 1993 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts