Romanian Leu GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:7.93% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 3.58 | |
| 0.0103 | 10.35 | |
| 0.9900 | 363.69 | |
| -0.0103 | -10.41 |
Estimation Period:
Jan 1, 2002 to Mar 6, 2026
Jan 1, 2002 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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