South Korean Won Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.33% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2652 | 3.72 | |
| 0.0634 | 7.34 | |
| 0.9106 | 91.92 | |
| 0.1186 | 4.02 | |
| -0.1599 | -3.53 | |
| 0.0947 | 2.67 | |
| -0.1304 | -4.30 | |
| 0.1513 | 5.87 | |
| -0.1199 | -5.03 | |
| 0.0796 | 2.88 | |
| -0.0629 | -1.21 |
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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