US Dollar to Romanian Leu GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.59% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1358 | 4.36 | |
| 0.1291 | 1.33 | |
| 0.5821 | 11.12 | |
| -0.0652 | -0.57 |
Estimation Period:
Jan 5, 1998 to Feb 20, 2026
Jan 5, 1998 to Feb 20, 2026
News Impact Curve
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