Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:5.28% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5143 | 10.76 | |
| 0.0227 | 64.74 | |
| 0.9990 | 11,616.28 | |
| 3.1335 | 147.25 |
Estimation Period:
Jan 1, 2002 to Dec 5, 2025
Jan 1, 2002 to Dec 5, 2025
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