Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:5.20% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5130 | 10.73 | |
| 0.0229 | 65.02 | |
| 0.9990 | 11,482.76 | |
| 3.1347 | 147.49 |
Estimation Period:
Jan 1, 2002 to Dec 19, 2025
Jan 1, 2002 to Dec 19, 2025
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