Romanian Leu GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
6.24%
decreased by 0.09%
1 Week
6.26%
decreased by 0.07%
1 Month
6.31%
decreased by 0.02%
Analysis last updated: Friday, April 3, 2026 at 08:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 11.44 | |
| 0.0324 | 18.48 | |
| 0.9673 | 940.95 | |
| -0.0033 | -1.10 |
Estimation Period:
Jan 1, 2002 to Apr 3, 2026
Jan 1, 2002 to Apr 3, 2026
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