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V-Lab

Romanian Leu MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, May 4th, 2026

1 Day

4.27%

decreased by 5.15%

1 Week

5.04%

decreased by 4.38%

1 Month

12.19%

increased by 2.77%

Analysis last updated: Friday, May 1, 2026 at 07:55 PM UTC

Date Range:

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graph of Romanian Leu MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time