Romanian Leu GARCH Volatility Analysis
Volatility prediction for Wednesday, March 25th, 2026
1 Day
6.53%
increased by 0.01%
1 Week
6.54%
increased by 0.01%
1 Month
6.59%
increased by 0.06%
Analysis last updated: Tuesday, March 24, 2026 at 07:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 11.54 | |
| 0.0315 | 31.09 | |
| 0.9665 | 928.46 |
Estimation Period:
Jan 1, 2002 to Mar 20, 2026
Jan 1, 2002 to Mar 20, 2026
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