Romanian Leu MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.56%
decreased by 0.11%
1 Week
5.75%
increased by 0.08%
1 Month
5.85%
increased by 0.18%
Analysis last updated: Sunday, June 14, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0893 | 23.40 | |
| 0.7838 | 61.46 | |
| -0.0239 | -5.37 | |
| 0.0017 | 2.28 | |
| 0.0653 | 2.98 | |
| 0.9312 | 39.96 |
Estimation Period:
Jan 3, 1990 to Jun 12, 2026
Jan 3, 1990 to Jun 12, 2026
Other Romanian Leu Analyses
Other MF2-GARCH Analyses on Currencies