Romanian Leu GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
5.93%
decreased by 0.06%
1 Week
5.94%
decreased by 0.05%
1 Month
6.01%
increased by 0.02%
Analysis last updated: Friday, April 24, 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 | |
|---|---|---|
| 0.0006 | 11.35 | |
| 0.0323 | 18.49 | |
| 0.9675 | 946.66 | |
| -0.0037 | -1.22 |
Estimation Period:
Jan 1, 2002 to Apr 24, 2026
Jan 1, 2002 to Apr 24, 2026
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