Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:6.64% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5185 | 10.83 | |
| 0.0223 | 64.37 | |
| 0.9990 | 11,752.94 | |
| 3.1366 | 145.16 |
Estimation Period:
Jan 1, 2002 to Oct 31, 2025
Jan 1, 2002 to Oct 31, 2025
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