Romanian Leu Spline-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
6.17%
decreased by 0.08%
1 Week
6.17%
decreased by 0.08%
1 Month
6.18%
decreased by 0.07%
Analysis last updated: Friday, March 27, 2026 at 07:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9301 | 7.04 | |
| 0.0304 | 6.71 | |
| 0.9619 | 164.62 | |
| -0.0212 | -3.93 | |
| 0.0324 | 3.85 | |
| -0.0148 | -1.95 |
Estimation Period:
Jan 1, 2002 to Mar 27, 2026
Jan 1, 2002 to Mar 27, 2026
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