Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:6.01% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9343 | 7.09 | |
| 0.0304 | 6.69 | |
| 0.9620 | 164.63 | |
| -0.0207 | -3.90 | |
| 0.0311 | 3.91 | |
| -0.0119 | -2.88 |
Estimation Period:
Jan 1, 2002 to Mar 13, 2026
Jan 1, 2002 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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