V-Lab: Romanian Leu MF2-GARCH Volatility Analysis

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Romanian Leu MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 25th, 2025:0.08% (-1.27%)

Analysis last updated: Monday, November 24, 2025 at 07:11 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
$β$	0.1275	1,275,100.00
$γ$	-0.2550	-2,550,000.00
$λ_{1}$	0.7884	7,884,290.00
$λ_{2}$	0.1843	1,843,130.00
$λ_{3}$	0.0317	316,850.00

Estimation Period:
Jan 3, 1990 to Nov 21, 2025

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