Romanian Leu Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:4.32% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9180 | 6.91 | |
| 0.0300 | 6.60 | |
| 0.9625 | 165.27 | |
| -0.0221 | -3.98 | |
| 0.0338 | 3.91 | |
| -0.0165 | -2.02 |
Estimation Period:
Jan 1, 2002 to Dec 26, 2025
Jan 1, 2002 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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