V-Lab
V-Lab
US Dollar to Romanian Leu GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:5.39% (-0.11%)

Analysis last updated: Tuesday, May 7, 2024 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Romanian Leu GARCH
paramt-stat
ω0.001214.49
α0.049145.26
β0.9485863.03
Estimation Period:
Jan 5, 1998 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts