Romanian Leu AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
6.53%
increased by 0.74%
1 Week
6.54%
increased by 0.75%
1 Month
6.59%
increased by 0.80%
Analysis last updated: Tuesday, June 16, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 10.98 | |
| 0.0319 | 33.47 | |
| 0.9660 | 996.91 | |
| -0.0237 | -2.09 |
Estimation Period:
Jan 1, 2002 to Jun 12, 2026
Jan 1, 2002 to Jun 12, 2026
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