Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:7.31% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5242 | 10.85 | |
| 0.0223 | 64.40 | |
| 0.9990 | 11,752.94 | |
| 3.1324 | 145.58 |
Estimation Period:
Jan 1, 2002 to Oct 10, 2025
Jan 1, 2002 to Oct 10, 2025
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