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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.1750 | 1,750,100.00 | |
| -0.3500 | -3,500,000.00 | |
| 0.7892 | 724.68 | |
| 0.4535 | 304.14 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 3, 1990 to May 1, 2026
Jan 3, 1990 to May 1, 2026
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