Romanian Leu EGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:6.62% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 3.45 | |
| 0.0742 | 28.08 | |
| 0.9958 | 3,387.03 | |
| 0.0098 | 4.27 |
Estimation Period:
Jan 1, 2002 to Mar 14, 2026
Jan 1, 2002 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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