US Dollar to Polish Zloty GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
6.32%
decreased by 0.12%
1 Week
6.42%
decreased by 0.02%
1 Month
6.78%
increased by 0.34%
Analysis last updated: Monday, July 13, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 15, 1993 to Jul 10, 2026Model Insight
With persistence 0.991, volatility shocks have a half-life of 81 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0039 | 18.61*** |
α ARCH Response to squared shocks | 0.0558 | 36.58*** |
β GARCH Volatility persistence | 0.9357 | 565.04*** |
Persistence:
0.991
Half-life:
81 days
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