V-Lab: Polish Zloty Spline-GARCH Volatility Analysis

V-Lab

Polish Zloty Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 25th, 2025:11.02% (-0.34%)

Analysis last updated: Thursday, April 24, 2025 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6627	5.56
$α$	0.0610	7.40
$β$	0.9079	76.89
$γ_{1}$	0.0130	0.42
$γ_{2}$	-0.0204	-0.42
$γ_{3}$	-0.0056	-0.17
$γ_{4}$	0.0605	2.52
$γ_{5}$	-0.1410	-6.46
$γ_{6}$	0.1722	7.86
$γ_{7}$	-0.1218	-4.93
$γ_{8}$	0.0968	3.05
$γ_{9}$	-0.1502	-2.60

Estimation Period:
Sep 1, 1993 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts