V-Lab
V-Lab
Romanian Leu GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:5.44% (-0.07%)

Analysis last updated: Friday, April 26, 2024 at 07:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romanian Leu GARCH
paramt-stat
ω0.000610.48
α0.030330.42
β0.9679941.52
Estimation Period:
Jan 1, 2002 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts