South Korean Won APARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
10.47%
decreased by 0.29%
1 Week
10.45%
decreased by 0.31%
1 Month
10.35%
decreased by 0.41%
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 | 18.56 | |
| 0.0578 | 26.75 | |
| 0.9379 | 575.38 | |
| -0.1064 | -7.97 | |
| 1.8377 | 36.86 |
Estimation Period:
Jan 1, 1998 to Jun 12, 2026
Jan 1, 1998 to Jun 12, 2026
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