Romanian Leu APARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.85%
decreased by 0.06%
1 Week
5.87%
decreased by 0.04%
1 Month
5.95%
increased by 0.04%
Analysis last updated: Friday, June 12, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 9.34 | |
| 0.0322 | 24.92 | |
| 0.9678 | 928.75 | |
| -0.0362 | -2.46 | |
| 1.8517 | 32.79 |
Estimation Period:
Jan 1, 2002 to Jun 12, 2026
Jan 1, 2002 to Jun 12, 2026
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