Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:6.68% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5419 | 10.87 | |
| 0.0227 | 65.95 | |
| 0.9990 | 11,752.94 | |
| 3.0515 | 161.73 |
Estimation Period:
Jan 1, 2002 to Jan 30, 2026
Jan 1, 2002 to Jan 30, 2026
Other Romanian Leu Analyses
Other GAS-GARCH Student T Analyses on Currencies