South Korean Won Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.29% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2708 | 3.72 | |
| 0.0635 | 7.35 | |
| 0.9104 | 91.76 | |
| 0.1191 | 4.03 | |
| -0.1607 | -3.54 | |
| 0.0953 | 2.68 | |
| -0.1312 | -4.32 | |
| 0.1519 | 5.88 | |
| -0.1201 | -5.02 | |
| 0.0795 | 2.87 | |
| -0.0615 | -1.19 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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