Romanian Leu AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.15% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0742 | 2.37 | |
| 0.1971 | 20.73 | |
| 0.5061 | 27.36 | |
| -0.8443 | -3.79 |
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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