Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
6.89%
decreased by 0.11%
1 Week
6.89%
decreased by 0.11%
1 Month
6.88%
decreased by 0.12%
Analysis last updated: Sunday, May 24, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9353 | 7.11 | |
| 0.0302 | 6.76 | |
| 0.9622 | 167.17 | |
| -0.0205 | -3.92 | |
| 0.0310 | 3.95 | |
| -0.0123 | -3.00 |
Estimation Period:
Jan 1, 2002 to May 22, 2026
Jan 1, 2002 to May 22, 2026
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