South Korean Won Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.02% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0936 | 3.51 | |
| 0.0629 | 7.33 | |
| 0.9122 | 94.33 | |
| 0.1051 | 3.43 | |
| -0.1400 | -2.98 | |
| 0.0833 | 2.30 | |
| -0.1207 | -3.92 | |
| 0.1425 | 5.43 | |
| -0.1115 | -4.72 | |
| 0.0689 | 2.84 | |
| -0.0429 | -2.24 |
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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