V-Lab
V-Lab
Romanian Leu GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:6.57% (+0.18%)
Analysis last updated: Wednesday, September 17, 2025 at 07:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romanian Leu GARCH
paramt-stat
ω0.000711.38
α0.030330.10
β0.9678939.57
Estimation Period:
Jan 1, 2002 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts