Polish Zloty Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:9.73% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6845 | 5.43 | |
| 0.0600 | 7.52 | |
| 0.9129 | 83.45 | |
| 0.0126 | 0.42 | |
| -0.0202 | -0.43 | |
| -0.0014 | -0.04 | |
| 0.0454 | 1.84 | |
| -0.1177 | -5.46 | |
| 0.1529 | 7.06 | |
| -0.1035 | -4.58 | |
| 0.0652 | 2.47 | |
| -0.1189 | -2.90 |
Estimation Period:
Sep 1, 1993 to Mar 6, 2026
Sep 1, 1993 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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