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Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:138.18% (-3.40%)
Analysis last updated: Tuesday, February 3, 2026 at 02:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romanian Leu S0GARCH
paramt-stat
ω1.05024.58
α0.07083.96
β0.926549.15
γ1-0.0334-0.25
γ20.01070.06
γ3-0.0181-0.17
γ40.06650.57
γ50.02530.19
γ6-0.0920-0.69
γ7-0.8435-1.38
γ82.82261.69
γ9-2.9808-1.79
Estimation Period:
Jan 1, 2002 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts