Romanian Leu MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:0.16% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0750 | 750,100.00 | |
| -0.1500 | -1,500,000.00 | |
| 0.7141 | 7,141,060.00 | |
| 0.1567 | 1,566,860.00 | |
| 0.1161 | 1,160,880.00 |
Estimation Period:
Jan 3, 1990 to Jan 16, 2026
Jan 3, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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