V-Lab
V-Lab
Romanian Leu GARCH Volatility Analysis
Volatility Prediction for Friday, July 4th, 2025:7.16% (-0.10%)
Analysis last updated: Thursday, July 3, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romanian Leu GARCH
paramt-stat
ω0.000711.08
α0.030530.10
β0.9677934.96
Estimation Period:
Jan 1, 2002 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts