US Dollar to Romanian Leu EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.27% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2883 | -2.47 | |
| 0.2040 | 5.48 | |
| 0.6501 | 10.05 | |
| 0.1359 | 3.03 |
Estimation Period:
Jan 5, 1998 to Feb 20, 2026
Jan 5, 1998 to Feb 20, 2026
News Impact Curve
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