Romanian Leu GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:5.67% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 11.05 | |
| 0.0316 | 18.22 | |
| 0.9683 | 943.80 | |
| -0.0039 | -1.29 |
Estimation Period:
Jan 1, 2002 to Oct 31, 2025
Jan 1, 2002 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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