Skip to main content
V-Lab

Polish Zloty Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:9.73% (-0.01%)
Analysis last updated: Thursday, March 12, 2026 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty SGARCH
paramt-stat
ω0.68455.43
α0.06007.52
β0.912983.45
γ10.01260.42
γ2-0.0202-0.43
γ3-0.0014-0.04
γ40.04541.84
γ5-0.1177-5.46
γ60.15297.06
γ7-0.1035-4.58
γ80.06522.47
γ9-0.1189-2.90
Estimation Period:
Sep 1, 1993 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts