Romanian Leu GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
7.08%
increased by 0.05%
1 Week
7.09%
increased by 0.06%
1 Month
7.12%
increased by 0.09%
Analysis last updated: Friday, May 15, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 11.49 | |
| 0.0323 | 18.46 | |
| 0.9675 | 949.47 | |
| -0.0037 | -1.23 |
Estimation Period:
Jan 1, 2002 to May 15, 2026
Jan 1, 2002 to May 15, 2026
Other Romanian Leu Analyses
Other GJR-GARCH Analyses on Currencies