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Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:21.35% (-0.18%)
Analysis last updated: Thursday, March 12, 2026 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romanian Leu S0GARCH
paramt-stat
ω0.96304.88
α0.04824.28
β0.945773.06
γ1-0.0489-0.48
γ20.03490.23
γ3-0.0058-0.05
γ4-0.0198-0.14
γ50.14291.11
γ6-0.1488-1.04
γ70.00050.00
γ8-0.3808-0.76
γ91.55171.17
γ10-1.7741-1.33
Estimation Period:
Jan 1, 2002 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts