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 Wednesday, April 22nd, 2026
1 Day
-0.00%
decreased by 4.07%
1 Week
0.39%
decreased by 3.68%
1 Month
2.67%
decreased by 1.40%
Analysis last updated: Tuesday, April 21, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0420 | 420,280.00 | |
| -0.0840 | -840,350.00 | |
| 0.7544 | 21.71 | |
| 0.6926 | 23.37 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Apr 17, 2026
Jan 3, 1990 to Apr 17, 2026
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