Romanian Leu GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
5.83%
increased by 0.03%
1 Week
5.85%
increased by 0.05%
1 Month
5.91%
increased by 0.11%
Analysis last updated: Tuesday, June 16, 2026 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 11.44 | |
| 0.0322 | 18.46 | |
| 0.9675 | 950.39 | |
| -0.0035 | -1.17 |
Estimation Period:
Jan 1, 2002 to Jun 12, 2026
Jan 1, 2002 to Jun 12, 2026
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