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{name} Model Equation

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Param	Value	t-stat
ωconst	0.7633	5.86***
αARCH	0.0543	8.73***
βGARCH	0.9357	132.13***

γ₁	-0.0031	-2.67***
γ₂	0.0049	2.43**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7633	5.86***
α ARCH Response to squared shocks	0.0543	8.73***
β GARCH Volatility persistence	0.9357	132.13***

γ₁	-0.0031	-2.67***
γ₂	0.0049	2.43**

V-Lab

Polish Zloty Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Polish Zloty Analyses