Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
7.52%
decreased by 0.17%
1 Week
7.53%
decreased by 0.16%
1 Month
7.57%
decreased by 0.12%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5307 | 10.74 | |
| 0.0230 | 66.00 | |
| 0.9990 | 11,752.94 | |
| 3.1538 | 140.52 |
Estimation Period:
Jan 1, 2002 to May 22, 2026
Jan 1, 2002 to May 22, 2026
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