Romanian Leu EGARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:4.33% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 3.52 | |
| 0.0734 | 27.60 | |
| 0.9959 | 3,375.85 | |
| 0.0100 | 4.38 |
Estimation Period:
Jan 1, 2002 to Dec 19, 2025
Jan 1, 2002 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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