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	param	t-stat
$ω$	0.0006	10.82
$α$	0.0323	18.43
$β$	0.9677	941.36
$γ$	-0.0038	-1.26

V-Lab

Romanian Leu GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 13th, 2026:4.18% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Romanian Leu Analyses