Romanian Leu MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:0.22% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.2500 | 2,500,100.00 | |
| -0.5000 | -5,000,000.00 | |
| 0.7947 | 7,946,900.00 | |
| 0.2782 | 2,781,600.00 | |
| 0.0417 | 417,470.00 |
Estimation Period:
Jan 3, 1990 to Nov 28, 2025
Jan 3, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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