V-Lab: Romanian Leu GJR-GARCH Volatility Analysis

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Romanian Leu GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:6.36% (-0.09%)

Analysis last updated: Monday, October 13, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0006	11.27
$α$	0.0316	18.21
$β$	0.9685	946.71
$γ$	-0.0040	-1.34

Estimation Period:
Jan 1, 2002 to Oct 10, 2025

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