US Dollar to Romanian Leu AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.03% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0970 | 3.91 | |
| 0.1720 | 12.71 | |
| 0.4913 | 24.31 | |
| -0.8026 | -3.16 |
Estimation Period:
Jan 5, 1998 to Feb 6, 2026
Jan 5, 1998 to Feb 6, 2026
News Impact Curve
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