South Korean Won MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.27% (-15.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.7498 | 7,497,660.00 | |
| 0.0002 | 2,340.00 | |
| 0.5000 | 5,000,000.00 | |
| 9.1044 | 13.78 | |
| 0.0897 | 13.56 | |
| 0.0003 | 0.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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