US Dollar to South Korean Won GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.58% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 21.46 | |
| 0.0562 | 40.29 | |
| 0.9438 | 744.32 |
Estimation Period:
May 30, 1990 to Feb 20, 2026
May 30, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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