V-Lab: Romanian Leu GAS-GARCH Student T Volatility Analysis

V-Lab

Romanian Leu GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:8.13% (+0.29%)

Analysis last updated: Friday, May 9, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5305	10.88
$α$	0.0227	64.10
$β$	0.9990	11,752.94
$ν$	3.1468	144.12

Estimation Period:
Jan 1, 2002 to May 9, 2025