South Korean Won GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.70% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 21.70 | |
| 0.0656 | 19.56 | |
| 0.9361 | 578.19 | |
| -0.0205 | -4.48 |
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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