V-Lab: Romanian Leu Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Romanian Leu Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:10.94% (-0.19%)

Analysis last updated: Wednesday, April 16, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9024	6.63
$α$	0.0302	6.48
$β$	0.9627	162.34
$γ_{1}$	-0.0238	-3.99
$γ_{2}$	0.0354	4.01
$γ_{3}$	-0.0133	-2.94

Estimation Period:
Jan 1, 2002 to Apr 11, 2025

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Volatility Forecasts

Volatility Forecasts