V-Lab: US Dollar to Romanian Leu MF2-GARCH Volatility Analysis

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V-Lab

US Dollar to Romanian Leu MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 4th, 1998:0.00% (-9.03%)

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

Date Range:

from

to

6M ·

Parameter Estimates

	param	t-stat
$α$	0.0000	0.00
$β$	0.0000	0.00
$γ$	0.0000	0.00
$λ_{1}$	0.0000	0.00

Estimation Period:
Jan 5, 1998 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts