US Dollar to Romanian Leu EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.24% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2923 | -1.56 | |
| 0.1380 | 1.56 | |
| 0.5317 | 14.71 | |
| 0.1625 | 2.01 |
Estimation Period:
Jan 5, 1998 to Feb 6, 2026
Jan 5, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Currencies