Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.09%
decreased by 0.14%
1 Week
6.11%
decreased by 0.12%
1 Month
6.17%
decreased by 0.06%
Analysis last updated: Sunday, June 14, 2026 at 01:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5230 | 10.71 | |
| 0.0229 | 66.10 | |
| 0.9990 | 11,752.94 | |
| 3.1473 | 142.54 |
Estimation Period:
Jan 1, 2002 to Jun 12, 2026
Jan 1, 2002 to Jun 12, 2026
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