US Dollar to Romanian Leu GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.79%
decreased by 0.09%
1 Week
5.83%
decreased by 0.05%
1 Month
5.96%
increased by 0.08%
Analysis last updated: Tuesday, June 9, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 15.39 | |
| 0.0480 | 26.65 | |
| 0.9492 | 888.78 | |
| 0.0000 | 0.01 |
Estimation Period:
Jan 5, 1998 to Jun 5, 2026
Jan 5, 1998 to Jun 5, 2026
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