V-Lab: Romanian Leu EGARCH Volatility Analysis

V-Lab

Romanian Leu EGARCH Volatility Analysis

Volatility Prediction for Friday, April 25th, 2025:8.94% (+0.07%)

Analysis last updated: Thursday, April 24, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	3.50
$α$	0.0731	26.92
$β$	0.9958	3,352.87
$γ$	0.0102	4.45

Estimation Period:
Jan 1, 2002 to Apr 18, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts