Romanian Leu AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
6.23%
decreased by 0.04%
1 Week
6.24%
decreased by 0.03%
1 Month
6.30%
increased by 0.03%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 10.92 | |
| 0.0318 | 33.46 | |
| 0.9661 | 1,000.11 | |
| -0.0252 | -2.22 |
Estimation Period:
Jan 1, 2002 to Jun 5, 2026
Jan 1, 2002 to Jun 5, 2026
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