Romanian Leu AGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:7.10% (+2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 10.08 | |
| 0.0318 | 32.91 | |
| 0.9663 | 993.12 | |
| -0.0270 | -2.36 |
Estimation Period:
Jan 1, 2002 to Dec 19, 2025
Jan 1, 2002 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other Romanian Leu Analyses
Other AGARCH Analyses on Currencies