Romanian Leu GARCH Volatility Analysis
Volatility Prediction for Thursday, December 25th, 2025:4.42% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 10.90 | |
| 0.0310 | 30.64 | |
| 0.9671 | 933.49 |
Estimation Period:
Jan 1, 2002 to Dec 19, 2025
Jan 1, 2002 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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