V-Lab: Romanian Leu Spline-GARCH Volatility Analysis

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Romanian Leu Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:5.00% (-0.05%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9181	7.00
$α$	0.0297	6.53
$β$	0.9627	164.67
$γ_{1}$	-0.0219	-3.95
$γ_{2}$	0.0330	3.83
$γ_{3}$	-0.0131	-1.55

Estimation Period:
Jan 1, 2002 to Nov 7, 2025

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