V-Lab: Romanian Leu APARCH Volatility Analysis

V-Lab

Romanian Leu APARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:10.07% (-0.16%)

Analysis last updated: Friday, May 16, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	8.70
$α$	0.0313	23.82
$β$	0.9686	928.63
$γ$	-0.0284	-1.92
$δ$	1.8874	31.61

Estimation Period:
Jan 1, 2002 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts