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 Tuesday, July 7th, 2026
1 Day
0.00%
decreased by 2.60%
1 Week
1.06%
decreased by 1.54%
1 Month
5.00%
increased by 2.40%
Analysis last updated: Monday, July 6, 2026 at 07:12 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 | |
| 0.1225 | 1,225,100.00 | |
| -0.2450 | -2,450,000.00 | |
| 0.7540 | 915.05 | |
| 0.6352 | 200.43 | |
| 0.0000 | 0.71 |
Estimation Period:
Jan 3, 1990 to Jul 3, 2026
Jan 3, 1990 to Jul 3, 2026
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