Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:138.18% (-3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0502 | 4.58 | |
| 0.0708 | 3.96 | |
| 0.9265 | 49.15 | |
| -0.0334 | -0.25 | |
| 0.0107 | 0.06 | |
| -0.0181 | -0.17 | |
| 0.0665 | 0.57 | |
| 0.0253 | 0.19 | |
| -0.0920 | -0.69 | |
| -0.8435 | -1.38 | |
| 2.8226 | 1.69 | |
| -2.9808 | -1.79 |
Estimation Period:
Jan 1, 2002 to Jan 30, 2026
Jan 1, 2002 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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