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Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:49.85% (-1.05%)
Analysis last updated: Friday, February 20, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romanian Leu S0GARCH
paramt-stat
ω0.89184.07
α0.05384.02
β0.939961.78
γ1-0.0724-0.69
γ20.06380.41
γ3-0.0111-0.09
γ4-0.0206-0.15
γ50.14401.12
γ6-0.1482-1.02
γ7-0.0033-0.02
γ8-0.5279-0.93
γ92.02851.33
γ10-2.2793-1.48
Estimation Period:
Jan 1, 2002 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts