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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0040	20.11***
α ARCH Response to squared shocks	0.0679	26.31***
β GARCH Volatility persistence	0.9367	614.21***
γ leverage Additional response to negative shocks	-0.0287	-8.23***

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US Dollar to Polish Zloty GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Polish Zloty Analyses