Romanian Leu GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
6.10%
decreased by 0.06%
1 Week
6.11%
decreased by 0.05%
1 Month
6.17%
increased by 0.01%
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 | |
|---|---|---|
| 0.0007 | 11.44 | |
| 0.0322 | 18.44 | |
| 0.9676 | 951.39 | |
| -0.0036 | -1.20 |
Estimation Period:
Jan 1, 2002 to Jun 5, 2026
Jan 1, 2002 to Jun 5, 2026
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