Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:4.97% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9196 | 7.03 | |
| 0.0297 | 6.53 | |
| 0.9626 | 164.61 | |
| -0.0218 | -4.01 | |
| 0.0327 | 4.03 | |
| -0.0126 | -2.97 |
Estimation Period:
Jan 1, 2002 to Nov 7, 2025
Jan 1, 2002 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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