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

V-Lab

Romanian Leu Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:6.37% (+0.06%)

Analysis last updated: Friday, July 11, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9140	6.93
$α$	0.0301	6.57
$β$	0.9622	163.45
$γ_{1}$	-0.0226	-4.03
$γ_{2}$	0.0338	4.06
$γ_{3}$	-0.0128	-2.97

Estimation Period:
Jan 1, 2002 to Jul 11, 2025

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Volatility Forecasts

Volatility Forecasts