Romanian Leu APARCH Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:6.58% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 9.30 | |
| 0.0325 | 24.70 | |
| 0.9675 | 916.17 | |
| -0.0333 | -2.28 | |
| 1.8571 | 32.81 |
Estimation Period:
Jan 1, 2002 to Mar 14, 2026
Jan 1, 2002 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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