Romanian Leu APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.31% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3041 | 3.07 | |
| 0.0592 | 0.62 | |
| 0.1586 | 0.58 | |
| -0.1112 | -2.98 | |
| 3.0000 | 1.13 |
Estimation Period:
Jan 1, 2002 to Feb 6, 2026
Jan 1, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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