Romanian Leu GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
5.70%
decreased by 0.08%
1 Week
5.72%
decreased by 0.06%
1 Month
5.78%
increased by 0.00%
Analysis last updated: Monday, July 6, 2026 at 07:12 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 | |
| 0.0321 | 18.45 | |
| 0.9675 | 952.31 | |
| -0.0033 | -1.12 |
Estimation Period:
Jan 1, 2002 to Jul 3, 2026
Jan 1, 2002 to Jul 3, 2026
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