Romanian Leu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 25th, 2025:4.53% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9267 | 7.02 | |
| 0.0301 | 6.62 | |
| 0.9623 | 164.64 | |
| -0.0212 | -3.90 | |
| 0.0316 | 3.88 | |
| -0.0118 | -2.76 |
Estimation Period:
Jan 1, 2002 to Dec 19, 2025
Jan 1, 2002 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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