Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
6.13%
decreased by 0.09%
1 Week
6.14%
decreased by 0.08%
1 Month
6.17%
decreased by 0.05%
Analysis last updated: Friday, June 5, 2026 at 07:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9375 | 7.15 | |
| 0.0301 | 6.75 | |
| 0.9622 | 166.76 | |
| -0.0202 | -3.91 | |
| 0.0307 | 3.94 | |
| -0.0121 | -2.97 |
Estimation Period:
Jan 1, 2002 to Jun 5, 2026
Jan 1, 2002 to Jun 5, 2026
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