Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:5.12% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9213 | 7.04 | |
| 0.0298 | 6.55 | |
| 0.9625 | 164.42 | |
| -0.0216 | -3.99 | |
| 0.0325 | 4.01 | |
| -0.0125 | -2.93 |
Estimation Period:
Jan 1, 2002 to Nov 14, 2025
Jan 1, 2002 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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