Romanian Leu GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:6.14% (-0.03%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0007 | 11.20 | |
0.0303 | 30.14 | |
0.9677 | 939.54 |
Estimation Period:
Jan 1, 2002 to Oct 18, 2025
Jan 1, 2002 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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