Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:6.21% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9148 | 6.98 | |
| 0.0296 | 6.53 | |
| 0.9629 | 165.56 | |
| -0.0222 | -4.04 | |
| 0.0334 | 4.08 | |
| -0.0130 | -3.04 |
Estimation Period:
Jan 1, 2002 to Oct 10, 2025
Jan 1, 2002 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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