Romanian Leu AGARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:6.04% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 10.35 | |
| 0.0311 | 32.41 | |
| 0.9669 | 1,000.95 | |
| -0.0280 | -2.42 |
Estimation Period:
Jan 1, 2002 to Oct 18, 2025
Jan 1, 2002 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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