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

V-Lab

Romanian Leu Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:6.38% (+0.19%)

Analysis last updated: Wednesday, September 17, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9128	6.95
$α$	0.0296	6.53
$β$	0.9629	165.33
$γ_{1}$	-0.0224	-4.05
$γ_{2}$	0.0337	4.08
$γ_{3}$	-0.0131	-3.04

Estimation Period:
Jan 1, 2002 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts