V-Lab
V-Lab
US Dollar to Polish Zloty GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:8.21% (-0.21%)

Analysis last updated: Sunday, May 12, 2024 at 01:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Polish Zloty GJR-GARCH
paramt-stat
ω0.004219.80
α0.068025.72
β0.9359591.94
γ-0.0270-7.51
Estimation Period:
Jun 15, 1993 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts