V-Lab
V-Lab
Romanian Leu EGARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:6.00% (-0.07%)

Analysis last updated: Friday, September 22, 2023 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romanian Leu EGARCH
paramt-stat
ω0.00153.42
α0.073127.26
β0.99593161.53
γ0.01165.04
Estimation Period:
Jan 1, 2002 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts