Romanian Leu GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.71%
decreased by 0.08%
1 Week
5.73%
decreased by 0.06%
1 Month
5.79%
increased by 0.00%
Analysis last updated: Sunday, June 14, 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 | 11.44 | |
| 0.0322 | 18.46 | |
| 0.9675 | 950.39 | |
| -0.0035 | -1.17 |
Estimation Period:
Jan 1, 2002 to Jun 12, 2026
Jan 1, 2002 to Jun 12, 2026
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