Romanian Leu Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:131.22% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8321 | 4.16 | |
| 0.0414 | 4.63 | |
| 0.9523 | 100.59 | |
| -0.0764 | -0.77 | |
| 0.0789 | 0.53 | |
| -0.0203 | -0.17 | |
| -0.0329 | -0.25 | |
| 0.1593 | 1.29 | |
| -0.1454 | -1.08 | |
| -0.0361 | -0.23 | |
| 0.2229 | 1.22 | |
| -0.5912 | -1.20 | |
| 1.9448 | 1.10 |
Estimation Period:
Jan 1, 2002 to Feb 13, 2026
Jan 1, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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