South Korean Won AGARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:9.77% (+2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 22.96 | |
| 0.0627 | 36.99 | |
| 0.9265 | 609.51 | |
| -0.0539 | -6.54 |
Estimation Period:
Jan 1, 1998 to Feb 27, 2026
Jan 1, 1998 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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