V-Lab
V-Lab
Romanian Leu GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:7.28% (-0.10%)
Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romanian Leu GARCH
paramt-stat
ω0.000711.08
α0.030530.10
β0.9677934.96
Estimation Period:
Jan 1, 2002 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts