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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0008	2.38**
αARCH	0.0325	6.29***
βGARCH	0.9675	231.12***
γleverage	-0.0448	-0.73
δpower	1.8357	8.25***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0008	2.38**
α ARCH Response to squared shocks	0.0325	6.29***
β GARCH Volatility persistence	0.9675	231.12***
γ leverage Additional response to negative shocks	-0.0448	-0.73
δ power Transformation power	1.8357	8.25***

V-Lab

Romanian Leu APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Romanian Leu Analyses