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 Wednesday, February 5th, 2025:7.24% (+0.19%)

Analysis last updated: Tuesday, February 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5124	10.68
$α$	0.0232	63.17
$β$	0.9990	11482.76
$ν$	3	127.94

Estimation Period:
Jan 1, 2002 to Jan 31, 2025