US Dollar to Romanian Leu GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
5.53%
increased by 0.06%
1 Week
5.57%
increased by 0.10%
1 Month
5.72%
increased by 0.25%
Analysis last updated: Tuesday, June 16, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 15.40 | |
| 0.0480 | 26.68 | |
| 0.9491 | 887.00 | |
| 0.0001 | 0.04 |
Estimation Period:
Jan 5, 1998 to Jun 12, 2026
Jan 5, 1998 to Jun 12, 2026
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