Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
6.87%
increased by 0.09%
1 Week
6.88%
increased by 0.10%
1 Month
6.93%
increased by 0.15%
Analysis last updated: Monday, May 4, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5271 | 10.73 | |
| 0.0230 | 65.97 | |
| 0.9990 | 11,752.94 | |
| 3.1519 | 141.36 |
Estimation Period:
Jan 1, 2002 to May 1, 2026
Jan 1, 2002 to May 1, 2026
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