Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:6.50% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5399 | 10.86 | |
| 0.0227 | 66.01 | |
| 0.9990 | 11,752.94 | |
| 3.0642 | 158.86 |
Estimation Period:
Jan 1, 2002 to Feb 13, 2026
Jan 1, 2002 to Feb 13, 2026
Other Romanian Leu Analyses
Other GAS-GARCH Student T Analyses on Currencies