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

V-Lab

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V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 29th, 2024:8.31% (+0.16%)

Analysis last updated: Friday, July 26, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7093	5.72
$α$	0.0610	7.35
$β$	0.9101	79.84
$γ_{1}$	0.0346	0.78
$γ_{2}$	-0.0582	-0.86
$γ_{3}$	0.0326	0.70
$γ_{4}$	-0.0138	-0.30
$γ_{5}$	0.0317	0.67
$γ_{6}$	-0.1217	-3.03
$γ_{7}$	0.1993	5.81
$γ_{8}$	-0.1648	-5.07
$γ_{9}$	0.1078	3.25
$γ_{10}$	-0.0724	-2.95

Estimation Period:
Sep 1, 1993 to Jul 26, 2024

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Volatility Forecasts

Volatility Forecasts