Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
7.47%
increased by 0.19%
1 Week
7.48%
increased by 0.20%
1 Month
7.52%
increased by 0.24%
Analysis last updated: Friday, May 15, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5288 | 10.73 | |
| 0.0230 | 65.97 | |
| 0.9990 | 11,752.94 | |
| 3.1540 | 140.68 |
Estimation Period:
Jan 1, 2002 to May 15, 2026
Jan 1, 2002 to May 15, 2026
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