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V-Lab

Polish Zloty Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.63% (-0.17%)
Analysis last updated: Sunday, February 8, 2026 at 02:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty SGARCH
paramt-stat
ω0.67905.46
α0.05907.51
β0.913583.69
γ10.01220.40
γ2-0.0197-0.42
γ3-0.0018-0.06
γ40.04681.91
γ5-0.1201-5.63
γ60.15567.27
γ7-0.1071-4.78
γ80.07232.76
γ9-0.1360-3.30
Estimation Period:
Sep 1, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts