V-Lab: Romanian Leu MF2-GARCH Volatility Analysis

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Romanian Leu MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:0.75% (-6.72%)

Analysis last updated: Sunday, November 2, 2025 at 02:05 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
$β$	0.1643	1,642,600.00
$γ$	-0.3285	-3,285,000.00
$λ_{1}$	0.7811	7,811,470.00
$λ_{2}$	0.2331	2,331,130.00
$λ_{3}$	0.0344	344,160.00

Estimation Period:
Jan 3, 1990 to Oct 31, 2025

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