Romanian Leu GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:4.83% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 11.04 | |
| 0.0318 | 18.29 | |
| 0.9680 | 942.59 | |
| -0.0036 | -1.21 |
Estimation Period:
Jan 1, 2002 to Nov 28, 2025
Jan 1, 2002 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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