V-Lab: Polish Zloty Spline-GARCH Volatility Analysis

V-Lab

Polish Zloty Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:6.37% (+0.05%)

Analysis last updated: Friday, July 4, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6650	5.53
$α$	0.0600	7.40
$β$	0.9099	79.12
$γ_{1}$	0.0126	0.41
$γ_{2}$	-0.0200	-0.42
$γ_{3}$	-0.0047	-0.14
$γ_{4}$	0.0571	2.38
$γ_{5}$	-0.1360	-6.34
$γ_{6}$	0.1689	7.87
$γ_{7}$	-0.1196	-5.02
$γ_{8}$	0.0932	3.06
$γ_{9}$	-0.1529	-2.62

Estimation Period:
Sep 1, 1993 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts