Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
5.56%
decreased by 0.08%
1 Week
5.58%
decreased by 0.06%
1 Month
5.65%
increased by 0.01%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9401 | 7.19 | |
| 0.0301 | 6.75 | |
| 0.9622 | 166.91 | |
| -0.0200 | -3.90 | |
| 0.0303 | 3.93 | |
| -0.0119 | -2.95 |
Estimation Period:
Jan 1, 2002 to Jul 3, 2026
Jan 1, 2002 to Jul 3, 2026
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