V-Lab: Polish Zloty Spline-GARCH Volatility Analysis

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V-Lab

Polish Zloty Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:4.80% (+0.19%)

Analysis last updated: Thursday, December 11, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6726	5.50
$α$	0.0586	7.41
$β$	0.9130	82.39
$γ_{1}$	0.0123	0.40
$γ_{2}$	-0.0197	-0.42
$γ_{3}$	-0.0027	-0.08
$γ_{4}$	0.0498	2.06
$γ_{5}$	-0.1248	-5.90
$γ_{6}$	0.1596	7.54
$γ_{7}$	-0.1109	-4.92
$γ_{8}$	0.0783	2.90
$γ_{9}$	-0.1381	-2.86

Estimation Period:
Sep 1, 1993 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts