V-Lab: Romanian Leu MF2-GARCH Volatility Analysis

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Romanian Leu MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:0.71% (-3.44%)

Analysis last updated: Monday, October 13, 2025 at 07:10 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
$β$	0.2500	2,500,100.00
$γ$	-0.5000	-5,000,000.00
$λ_{1}$	0.8285	8,285,280.00
$λ_{2}$	0.2828	2,828,340.00
$λ_{3}$	0.0320	319,830.00

Estimation Period:
Jan 3, 1990 to Oct 10, 2025

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