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	param	t-stat
$ω$	0.0006	10.82
$α$	0.0322	18.38
$β$	0.9678	940.48
$γ$	-0.0037	-1.22

V-Lab

Romanian Leu GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:4.24% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Romanian Leu Analyses