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V-Lab

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 Monday, May 25th, 2026

1 Day

-0.00%

decreased by 5.56%

1 Week

0.56%

decreased by 5.00%

1 Month

3.57%

decreased by 1.99%

Analysis last updated: Sunday, May 24, 2026 at 02:00 PM UTC

Date Range:

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graph of Romanian Leu MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time