South Korean Won AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
11.05%
decreased by 0.33%
1 Week
11.00%
decreased by 0.38%
1 Month
10.77%
decreased by 0.61%
Analysis last updated: Friday, June 12, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 22.43 | |
| 0.0628 | 37.56 | |
| 0.9268 | 619.93 | |
| -0.0570 | -6.93 |
Estimation Period:
Jan 1, 1998 to Jun 12, 2026
Jan 1, 1998 to Jun 12, 2026
Other South Korean Won Analyses
Other AGARCH Analyses on Currencies