V-Lab
V-Lab

Polish Zloty Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 27th, 2024:6.99% (-0.16%)

Analysis last updated: Sunday, May 26, 2024 at 01:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty SGARCH
paramt-stat
ω0.70686.06
α0.06227.15
β0.903772.42
γ10.05511.28
γ2-0.0982-1.51
γ30.07291.68
γ4-0.0574-1.37
γ50.07791.81
γ6-0.1657-4.54
γ70.23767.54
γ8-0.2059-6.42
γ90.17594.29
γ10-0.2173-3.64
Estimation Period:
Sep 1, 1993 to May 24, 2024
Impact of return on volatility tomorrow
Volatility Forecasts