V-Lab
V-Lab

Polish Zloty Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:25.84% (-1.09%)

Analysis last updated: Friday, January 27, 2023, 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty SGARCH
paramt-stat
ω0.71186.56
α0.06476.73
β0.894562.85
γ10.07491.62
γ2-0.1344-1.93
γ30.11022.43
γ4-0.1079-2.66
γ50.14664.07
γ6-0.2353-8.12
γ70.26379.11
γ8-0.1679-4.68
γ90.06451.59
γ100.09151.25
Estimation Period:
Sep 1, 1993 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts