Polish Zloty GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:6.13% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 17.74 | |
| 0.0651 | 25.96 | |
| 0.9410 | 630.70 | |
| -0.0282 | -8.41 |
Estimation Period:
Sep 1, 1993 to Feb 13, 2026
Sep 1, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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