Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:6.16% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5160 | 10.80 | |
| 0.0224 | 64.46 | |
| 0.9990 | 11,616.28 | |
| 3.1373 | 145.50 |
Estimation Period:
Jan 1, 2002 to Nov 14, 2025
Jan 1, 2002 to Nov 14, 2025
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