V-Lab
V-Lab
Romanian Leu EGARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:4.61% (-0.10%)

Analysis last updated: Thursday, September 19, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romanian Leu EGARCH
paramt-stat
ω0.00153.50
α0.069727.56
β0.99623400.06
γ0.01265.73
Estimation Period:
Jan 1, 2002 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts