Romanian Leu AGARCH Volatility Analysis
Volatility prediction for Tuesday, March 24th, 2026
1 Day
6.88%
increased by 0.28%
1 Week
6.89%
increased by 0.01%
1 Month
6.94%
increased by 0.06%
Analysis last updated: Monday, March 23, 2026 at 07:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 11.16 | |
| 0.0323 | 33.27 | |
| 0.9656 | 980.31 | |
| -0.0221 | -1.96 |
Estimation Period:
Jan 1, 2002 to Mar 20, 2026
Jan 1, 2002 to Mar 20, 2026
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