Romanian Leu AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.69% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0594 | 6.08 | |
| 0.1407 | 13.01 | |
| 0.6344 | 29.05 | |
| -0.6184 | -3.12 |
Estimation Period:
Jan 1, 2002 to Feb 20, 2026
Jan 1, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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