Romanian Leu MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:16.20% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0729 | 21.73 | |
| 0.8586 | 16.27 | |
| -0.0729 | -22.34 | |
| 0.0017 | 0.38 | |
| 0.0060 | 0.43 | |
| 0.9906 | 102.63 |
Estimation Period:
Jan 3, 1990 to Mar 6, 2026
Jan 3, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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