V-Lab: Romanian Leu MF2-GARCH Volatility Analysis

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V-Lab

Romanian Leu MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:0.00% (-6.43%)

Analysis last updated: Tuesday, April 30, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9999900.00
$β$	0.1643	1642600.00
$γ$	-0.3285	-3285000.00
$λ_{1}$	0.1072	284.37
$λ_{2}$	0.6570	275.59
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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