Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
7.42%
increased by 0.30%
1 Week
7.43%
increased by 0.31%
1 Month
7.47%
increased by 0.35%
Analysis last updated: Tuesday, April 14, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5290 | 10.73 | |
| 0.0230 | 65.83 | |
| 0.9990 | 11,752.94 | |
| 3.1574 | 140.29 |
Estimation Period:
Jan 1, 2002 to Apr 10, 2026
Jan 1, 2002 to Apr 10, 2026
Other Romanian Leu Analyses
Other GAS-GARCH Student T Analyses on Currencies