Romanian Leu Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:52.15% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7860 | 5.33 | |
| 0.0302 | 5.48 | |
| 0.9544 | 117.10 | |
| -0.0848 | -1.30 | |
| 0.0827 | 0.88 | |
| -0.0010 | -0.01 | |
| -0.0574 | -0.74 | |
| 0.1698 | 2.35 | |
| -0.1489 | -1.88 | |
| -0.0265 | -0.28 | |
| 0.2312 | 2.09 | |
| -0.4081 | -2.49 | |
| 0.9253 | 2.20 |
Estimation Period:
Jan 1, 2002 to Mar 6, 2026
Jan 1, 2002 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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