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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9361	7.13***
α ARCH Response to squared shocks	0.0303	6.76***
β GARCH Volatility persistence	0.9619	165.88***

γ₁	-0.0206	-3.93***
γ₂	0.0320	3.88***
γ₃	-0.0158	-2.07**

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Romanian Leu Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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