Romanian Leu EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:6.66% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 3.38 | |
| 0.0719 | 27.04 | |
| 0.9958 | 3,387.22 | |
| 0.0102 | 4.48 |
Estimation Period:
Jan 1, 2002 to Oct 18, 2025
Jan 1, 2002 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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