US Dollar to Romanian Leu AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.77%
increased by 0.21%
1 Week
5.81%
increased by 0.25%
1 Month
5.94%
increased by 0.38%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 15.59 | |
| 0.0481 | 45.80 | |
| 0.9491 | 887.01 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 5, 1998 to Jun 12, 2026
Jan 5, 1998 to Jun 12, 2026
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