Romanian Leu GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:14.03% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5606 | 0.75 | |
| 0.0330 | 0.35 | |
| 0.2819 | 0.33 | |
| -0.0330 | -0.35 |
Estimation Period:
Jan 1, 2002 to Jan 23, 2026
Jan 1, 2002 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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