Romanian Leu GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
7.05%
decreased by 0.10%
1 Week
7.06%
decreased by 0.09%
1 Month
7.09%
decreased by 0.06%
Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 11.51 | |
| 0.0323 | 18.47 | |
| 0.9675 | 950.38 | |
| -0.0036 | -1.22 |
Estimation Period:
Jan 1, 2002 to May 22, 2026
Jan 1, 2002 to May 22, 2026
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