Romanian Leu EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.42% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2309 | -1.03 | |
| 0.1104 | 1.10 | |
| 0.5879 | 16.22 | |
| 0.1565 | 1.82 |
Estimation Period:
Jan 1, 2002 to Feb 6, 2026
Jan 1, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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