Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
6.64%
decreased by 0.06%
1 Week
6.65%
decreased by 0.05%
1 Month
6.70%
increased by 0.00%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5247 | 10.72 | |
| 0.0229 | 66.16 | |
| 0.9990 | 11,752.94 | |
| 3.1492 | 141.86 |
Estimation Period:
Jan 1, 2002 to Jun 5, 2026
Jan 1, 2002 to Jun 5, 2026
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