Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.43% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5415 | 10.87 | |
| 0.0227 | 65.83 | |
| 0.9990 | 11,752.94 | |
| 3.0586 | 160.08 |
Estimation Period:
Jan 1, 2002 to Feb 6, 2026
Jan 1, 2002 to Feb 6, 2026
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