V-Lab
V-Lab
US Dollar to Romanian Leu GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:5.62% (-0.19%)

Analysis last updated: Sunday, May 19, 2024 at 03:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Romanian Leu GAS-GARCH-T
paramt-stat
ω0.47337.23
α0.036683.10
β0.99793808.91
ν381.14
Estimation Period:
Jan 5, 1998 to May 17, 2024