Romanian Leu EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.86% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2636 | -1.60 | |
| 0.1523 | 2.18 | |
| 0.6119 | 13.19 | |
| 0.1559 | 2.38 |
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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