V-Lab: Romanian Leu APARCH Volatility Analysis

V-Lab

Romanian Leu APARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:6.68% (+0.07%)

Analysis last updated: Friday, July 11, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0008	9.13
$α$	0.0319	24.43
$β$	0.9681	915.03
$γ$	-0.0354	-2.37
$δ$	1.8567	32.38

Estimation Period:
Jan 1, 2002 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts