Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:76.03% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9887 | 4.52 | |
| 0.0624 | 3.93 | |
| 0.9326 | 53.41 | |
| -0.0275 | -0.23 | |
| 0.0103 | 0.06 | |
| -0.0079 | -0.06 | |
| -0.0109 | -0.07 | |
| 0.1392 | 1.01 | |
| -0.1493 | -0.96 | |
| 0.0035 | 0.02 | |
| -0.7256 | -1.12 | |
| 2.6141 | 1.49 | |
| -2.8694 | -1.63 |
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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