V-Lab: Romanian Leu Spline-GARCH Volatility Analysis

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Romanian Leu Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:5.68% (-0.08%)

Analysis last updated: Sunday, October 26, 2025 at 01:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9177	7.00
$α$	0.0296	6.53
$β$	0.9628	165.03
$γ_{1}$	-0.0218	-3.93
$γ_{2}$	0.0327	3.79
$γ_{3}$	-0.0119	-1.40

Estimation Period:
Jan 1, 2002 to Oct 24, 2025

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Volatility Forecasts

Volatility Forecasts