Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:6.94% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5371 | 10.84 | |
| 0.0227 | 66.04 | |
| 0.9990 | 11,752.94 | |
| 3.0818 | 154.97 |
Estimation Period:
Jan 1, 2002 to Mar 6, 2026
Jan 1, 2002 to Mar 6, 2026
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