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V-Lab

Romanian Leu Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:52.15% (-0.42%)
Analysis last updated: Friday, March 6, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romanian Leu SGARCH
paramt-stat
ω0.78605.33
α0.03025.48
β0.9544117.10
γ1-0.0848-1.30
γ20.08270.88
γ3-0.0010-0.01
γ4-0.0574-0.74
γ50.16982.35
γ6-0.1489-1.88
γ7-0.0265-0.28
γ80.23122.09
γ9-0.4081-2.49
γ100.92532.20
Estimation Period:
Jan 1, 2002 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts