V-Lab
V-Lab
US Dollar to Romanian Leu APARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:5.44% (+0.02%)

Analysis last updated: Wednesday, May 8, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Romanian Leu APARCH
paramt-stat
ω0.001814.11
α0.049639.27
β0.9504788.68
γ-0.0140-1.22
δ1.765842.28
Estimation Period:
Jan 5, 1998 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts