US Dollar to Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.95% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4647 | 6.92 | |
| 0.0350 | 85.45 | |
| 0.9978 | 3,452.66 | |
| 3.2146 | 88.23 |
Estimation Period:
Jan 5, 1998 to Feb 6, 2026
Jan 5, 1998 to Feb 6, 2026
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