Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.71%
decreased by 0.05%
1 Week
5.72%
decreased by 0.04%
1 Month
5.79%
increased by 0.03%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9396 | 7.18 | |
| 0.0302 | 6.75 | |
| 0.9621 | 166.19 | |
| -0.0201 | -3.90 | |
| 0.0304 | 3.92 | |
| -0.0119 | -2.94 |
Estimation Period:
Jan 1, 2002 to Jun 12, 2026
Jan 1, 2002 to Jun 12, 2026
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