Romanian Leu Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:161.09% (-2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8352 | 4.09 | |
| 0.0445 | 4.06 | |
| 0.9493 | 79.21 | |
| -0.0661 | -0.64 | |
| 0.0678 | 0.44 | |
| -0.0212 | -0.17 | |
| -0.0304 | -0.22 | |
| 0.1594 | 1.26 | |
| -0.1485 | -1.07 | |
| -0.0295 | -0.18 | |
| 0.2049 | 1.12 | |
| -0.6148 | -1.14 | |
| 2.1458 | 1.08 |
Estimation Period:
Jan 1, 2002 to Feb 6, 2026
Jan 1, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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