South Korean Won EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.12% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0037 | -3.48 | |
| 0.1270 | 29.83 | |
| 0.9891 | 1,659.58 | |
| 0.0181 | 5.73 |
Estimation Period:
Jan 1, 1998 to Feb 20, 2026
Jan 1, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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