Romanian Leu GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:4.14% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 10.91 | |
| 0.0311 | 30.78 | |
| 0.9670 | 934.35 |
Estimation Period:
Jan 1, 2002 to Jan 9, 2026
Jan 1, 2002 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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