V-Lab: Romanian Leu MF2-GARCH Volatility Analysis

V-Lab

Romanian Leu MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:1.29% (-1.42%)

Analysis last updated: Monday, June 30, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	1.0000	9,999,900.00
$β$	0.1750	1,750,100.00
$γ$	-0.3500	-3,500,000.00
$λ_{1}$	0.7080	1,004.32
$λ_{2}$	0.5025	272.20
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 3, 1990 to Jun 27, 2025

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Volatility Forecasts