South Korean Won GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:8.61% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 21.66 | |
| 0.0578 | 32.08 | |
| 0.9335 | 543.98 |
Estimation Period:
Jan 1, 1998 to Feb 13, 2026
Jan 1, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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