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V-Lab
Romanian Leu GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:6.21% (-0.05%)
Analysis last updated: Wednesday, October 15, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romanian Leu GARCH
paramt-stat
ω0.000711.20
α0.030330.14
β0.9677939.55
Estimation Period:
Jan 1, 2002 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts