Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:5.79% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9170 | 7.00 | |
| 0.0296 | 6.52 | |
| 0.9628 | 165.15 | |
| -0.0220 | -4.03 | |
| 0.0331 | 4.06 | |
| -0.0128 | -3.01 |
Estimation Period:
Jan 1, 2002 to Oct 24, 2025
Jan 1, 2002 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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