Romanian Leu GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:5.08% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 11.05 | |
| 0.0318 | 18.27 | |
| 0.9681 | 942.63 | |
| -0.0037 | -1.22 |
Estimation Period:
Jan 1, 2002 to Nov 21, 2025
Jan 1, 2002 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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