Romanian Leu EGARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:7.01% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 3.44 | |
| 0.0744 | 28.17 | |
| 0.9958 | 3,386.96 | |
| 0.0098 | 4.28 |
Estimation Period:
Jan 1, 2002 to Mar 20, 2026
Jan 1, 2002 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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