V-Lab: Romanian Leu GAS-GARCH Student T Volatility Analysis

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V-Lab

Romanian Leu GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:6.56% (-0.09%)

Analysis last updated: Friday, December 20, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5143	10.70
$α$	0.0233	63.20
$β$	0.9990	11482.76
$ν$	3	130.30

Estimation Period:
Jan 1, 2002 to Dec 20, 2024