Romanian Leu GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:10.62% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2467 | 4.08 | |
| 0.1176 | 0.86 | |
| 0.4123 | 4.94 | |
| -0.0715 | -0.48 |
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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