Romanian Leu GARCH Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
6.70%
increased by 0.22%
1 Week
6.71%
increased by 0.23%
1 Month
6.76%
increased by 0.28%
Analysis last updated: Tuesday, April 14, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 11.47 | |
| 0.0313 | 31.14 | |
| 0.9667 | 935.85 |
Estimation Period:
Jan 1, 2002 to Apr 10, 2026
Jan 1, 2002 to Apr 10, 2026
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