V-Lab: Romanian Leu AGARCH Volatility Analysis

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Romanian Leu AGARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:5.00% (-0.04%)

Analysis last updated: Thursday, November 13, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0006	10.42
$α$	0.0313	32.48
$β$	0.9667	995.56
$γ$	-0.0261	-2.26

Estimation Period:
Jan 1, 2002 to Nov 7, 2025

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