Romanian Leu MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.40% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0724 | 6.79 | |
| 0.8103 | 2.72 | |
| -0.0724 | -6.68 | |
| 0.0041 | 0.06 | |
| 0.0030 | 0.09 | |
| 0.9916 | 27.24 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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