V-Lab: Romanian Leu APARCH Volatility Analysis

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Romanian Leu APARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:6.31% (+0.07%)

Analysis last updated: Friday, October 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	9.05
$α$	0.0313	24.12
$β$	0.9687	923.42
$γ$	-0.0410	-2.70
$δ$	1.8548	32.39

Estimation Period:
Jan 1, 2002 to Oct 17, 2025

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