V-Lab: Polish Zloty Spline-GARCH Volatility Analysis

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V-Lab

Polish Zloty Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:6.25% (-0.20%)

Analysis last updated: Sunday, October 12, 2025 at 01:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6683	5.53
$α$	0.0595	7.41
$β$	0.9111	80.52
$γ_{1}$	0.0123	0.40
$γ_{2}$	-0.0195	-0.41
$γ_{3}$	-0.0036	-0.11
$γ_{4}$	0.0524	2.19
$γ_{5}$	-0.1287	-6.10
$γ_{6}$	0.1626	7.71
$γ_{7}$	-0.1129	-4.95
$γ_{8}$	0.0805	2.86
$γ_{9}$	-0.1302	-2.42

Estimation Period:
Sep 1, 1993 to Oct 10, 2025

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Volatility Forecasts