Romanian Leu GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.40% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2360 | 1.85 | |
| 0.0775 | 0.96 | |
| 0.5347 | 2.64 | |
| -0.0775 | -0.96 |
Estimation Period:
Jan 1, 2002 to Feb 6, 2026
Jan 1, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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