Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:21.35% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9630 | 4.88 | |
| 0.0482 | 4.28 | |
| 0.9457 | 73.06 | |
| -0.0489 | -0.48 | |
| 0.0349 | 0.23 | |
| -0.0058 | -0.05 | |
| -0.0198 | -0.14 | |
| 0.1429 | 1.11 | |
| -0.1488 | -1.04 | |
| 0.0005 | 0.00 | |
| -0.3808 | -0.76 | |
| 1.5517 | 1.17 | |
| -1.7741 | -1.33 |
Estimation Period:
Jan 1, 2002 to Mar 6, 2026
Jan 1, 2002 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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