Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:49.85% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8918 | 4.07 | |
| 0.0538 | 4.02 | |
| 0.9399 | 61.78 | |
| -0.0724 | -0.69 | |
| 0.0638 | 0.41 | |
| -0.0111 | -0.09 | |
| -0.0206 | -0.15 | |
| 0.1440 | 1.12 | |
| -0.1482 | -1.02 | |
| -0.0033 | -0.02 | |
| -0.5279 | -0.93 | |
| 2.0285 | 1.33 | |
| -2.2793 | -1.48 |
Estimation Period:
Jan 1, 2002 to Feb 20, 2026
Jan 1, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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