Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
7.39%
increased by 0.09%
1 Week
7.40%
increased by 0.10%
1 Month
7.44%
increased by 0.14%
Analysis last updated: Tuesday, March 31, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5325 | 10.71 | |
| 0.0232 | 65.76 | |
| 0.9990 | 11,752.94 | |
| 3.1692 | 137.89 |
Estimation Period:
Jan 1, 2002 to Mar 27, 2026
Jan 1, 2002 to Mar 27, 2026
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