US Dollar to Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:6.82% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4631 | 6.92 | |
| 0.0350 | 85.39 | |
| 0.9978 | 3,452.66 | |
| 3.2198 | 87.77 |
Estimation Period:
Jan 5, 1998 to Feb 13, 2026
Jan 5, 1998 to Feb 13, 2026
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