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V-Lab

Romanian Leu Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:161.09% (-2.72%)
Analysis last updated: Friday, February 6, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romanian Leu SGARCH
paramt-stat
ω0.83524.09
α0.04454.06
β0.949379.21
γ1-0.0661-0.64
γ20.06780.44
γ3-0.0212-0.17
γ4-0.0304-0.22
γ50.15941.26
γ6-0.1485-1.07
γ7-0.0295-0.18
γ80.20491.12
γ9-0.6148-1.14
γ102.14581.08
Estimation Period:
Jan 1, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts