V-Lab: Romanian Leu APARCH Volatility Analysis

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Romanian Leu APARCH Volatility Analysis

Volatility Prediction for Friday, December 19th, 2025:4.35% (-0.04%)

Analysis last updated: Thursday, December 18, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	8.95
$α$	0.0319	24.30
$β$	0.9681	921.12
$γ$	-0.0366	-2.47
$δ$	1.8605	32.62

Estimation Period:
Jan 1, 2002 to Dec 12, 2025

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