V-Lab: Polish Zloty Spline-GARCH Volatility Analysis

V-Lab

Polish Zloty Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:6.38% (+0.04%)

Analysis last updated: Friday, September 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6668	5.56
$α$	0.0597	7.40
$β$	0.9103	79.60
$γ_{1}$	0.0125	0.41
$γ_{2}$	-0.0198	-0.42
$γ_{3}$	-0.0039	-0.12
$γ_{4}$	0.0540	2.27
$γ_{5}$	-0.1312	-6.22
$γ_{6}$	0.1646	7.80
$γ_{7}$	-0.1147	-4.97
$γ_{8}$	0.0835	2.87
$γ_{9}$	-0.1322	-2.32

Estimation Period:
Sep 1, 1993 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts