Polish Zloty GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
6.71%
decreased by 0.12%
1 Week
6.78%
decreased by 0.05%
1 Month
7.04%
increased by 0.21%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 17.96 | |
| 0.0666 | 26.34 | |
| 0.9399 | 624.12 | |
| -0.0298 | -8.86 |
Estimation Period:
Sep 1, 1993 to Jun 5, 2026
Sep 1, 1993 to Jun 5, 2026
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