US Dollar to Romanian Leu GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.89% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3556 | 4.72 | |
| 0.1232 | 0.81 | |
| 0.2365 | 3.19 | |
| -0.0728 | -0.45 |
Estimation Period:
Jan 5, 1998 to Feb 6, 2026
Jan 5, 1998 to Feb 6, 2026
News Impact Curve
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