Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:4.65% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9248 | 7.04 | |
| 0.0300 | 6.59 | |
| 0.9624 | 164.40 | |
| -0.0214 | -3.94 | |
| 0.0320 | 3.94 | |
| -0.0121 | -2.83 |
Estimation Period:
Jan 1, 2002 to Dec 5, 2025
Jan 1, 2002 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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