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V-Lab
V-Lab
Romanian Leu GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:5.35% (-0.06%)
Analysis last updated: Friday, November 7, 2025 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romanian Leu GARCH
paramt-stat
ω0.000711.17
α0.030530.22
β0.9675936.62
Estimation Period:
Jan 1, 2002 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts