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Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:76.03% (-2.63%)
Analysis last updated: Monday, February 9, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romanian Leu S0GARCH
paramt-stat
ω0.98874.52
α0.06243.93
β0.932653.41
γ1-0.0275-0.23
γ20.01030.06
γ3-0.0079-0.06
γ4-0.0109-0.07
γ50.13921.01
γ6-0.1493-0.96
γ70.00350.02
γ8-0.7256-1.12
γ92.61411.49
γ10-2.8694-1.63
Estimation Period:
Jan 1, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts