Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
6.40%
decreased by 0.05%
1 Week
6.41%
decreased by 0.04%
1 Month
6.42%
decreased by 0.03%
Analysis last updated: Monday, April 13, 2026 at 07:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9352 | 7.10 | |
| 0.0304 | 6.73 | |
| 0.9620 | 165.55 | |
| -0.0206 | -3.91 | |
| 0.0311 | 3.93 | |
| -0.0121 | -2.94 |
Estimation Period:
Jan 1, 2002 to Apr 10, 2026
Jan 1, 2002 to Apr 10, 2026
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