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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 Friday, May 22nd, 2026

1 Day

-0.00%

decreased by 13.27%

1 Week

3.04%

decreased by 10.23%

1 Month

25.24%

increased by 11.97%

Analysis last updated: Thursday, May 21, 2026 at 07:17 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