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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7003	5.23***
α ARCH Response to squared shocks	0.0585	7.72***
β GARCH Volatility persistence	0.9179	90.70***

γ₁	0.0121	0.39
γ₂	-0.0197	-0.41
γ₃	0.0003	0.01
γ₄	0.0390	1.49
γ₅	-0.1067	-4.69***
γ₆	0.1424	6.14***
γ₇	-0.0927	-3.94***
γ₈	0.0467	1.71*
γ₉	-0.0955	-2.39**

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Polish Zloty Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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