Romanian Leu APARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:4.09% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 8.68 | |
| 0.0321 | 24.35 | |
| 0.9679 | 921.82 | |
| -0.0378 | -2.58 | |
| 1.8693 | 32.80 |
Estimation Period:
Jan 1, 2002 to Jan 17, 2026
Jan 1, 2002 to Jan 17, 2026
News Impact Curve
Volatility Forecasts
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