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V-Lab

Romanian Leu Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:128.15% (-1.66%)
Analysis last updated: Sunday, February 15, 2026 at 02:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romanian Leu SGARCH
paramt-stat
ω0.83214.16
α0.04144.63
β0.9523100.59
γ1-0.0764-0.77
γ20.07890.53
γ3-0.0203-0.17
γ4-0.0329-0.25
γ50.15931.29
γ6-0.1454-1.08
γ7-0.0361-0.23
γ80.22291.22
γ9-0.5912-1.20
γ101.94481.10
Estimation Period:
Jan 1, 2002 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts