Romanian Leu MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:12.24% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0511 | 3.35 | |
| 0.9029 | 4.86 | |
| -0.0511 | -3.47 | |
| 0.7820 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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