Romanian Leu GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:9.37% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 4.92 | |
| 0.0434 | 3.27 | |
| 0.8589 | 126.31 |
Estimation Period:
Jan 1, 2002 to Feb 27, 2026
Jan 1, 2002 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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