V-Lab
V-Lab

Polish Zloty Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:10.62% (-0.25%)

Analysis last updated: Friday, September 22, 2023 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty SGARCH
paramt-stat
ω0.70766.44
α0.06526.99
β0.895364.69
γ10.06561.50
γ2-0.1177-1.78
γ30.09412.16
γ4-0.0874-2.16
γ50.11943.09
γ6-0.2097-6.66
γ70.26159.41
γ8-0.2001-6.43
γ90.13823.87
γ10-0.0890-2.08
Estimation Period:
Sep 1, 1993 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts