V-Lab
V-Lab
Romanian Leu EGARCH Volatility Analysis
Volatility Prediction for Wednesday, January 15th, 2025:6.50% (-0.02%)

Analysis last updated: Tuesday, January 14, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romanian Leu EGARCH
paramt-stat
ω0.00143.41
α0.069127.71
β0.99623435.21
γ0.01245.69
Estimation Period:
Jan 1, 2002 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts