V-Lab
V-Lab
US Dollar to Polish Zloty AGARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:8.71% (+0.02%)

Analysis last updated: Thursday, May 9, 2024 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Polish Zloty AGARCH
paramt-stat
ω0.002610.45
α0.047823.91
β0.9453417.18
γ-0.1022-7.76
Estimation Period:
Jun 15, 1993 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts