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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0007	2.28**
αARCH	0.0328	6.31***
βGARCH	0.9672	231.84***
γleverage	-0.0310	-0.54
δpower	1.8582	8.26***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0007	2.28**
α ARCH Response to squared shocks	0.0328	6.31***
β GARCH Volatility persistence	0.9672	231.84***
γ leverage Additional response to negative shocks	-0.0310	-0.54
δ power Transformation power	1.8582	8.26***

V-Lab

Romanian Leu APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Romanian Leu Analyses