Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:4.84% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5079 | 10.69 | |
| 0.0230 | 65.24 | |
| 0.9990 | 11,482.76 | |
| 3.1445 | 145.73 |
Estimation Period:
Jan 1, 2002 to Jan 17, 2026
Jan 1, 2002 to Jan 17, 2026
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