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V-Lab

South Korean Won Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.02% (-0.16%)
Analysis last updated: Friday, February 20, 2026 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of South Korean Won S0GARCH
paramt-stat
ω2.09363.51
α0.06297.33
β0.912294.33
γ10.10513.43
γ2-0.1400-2.98
γ30.08332.30
γ4-0.1207-3.92
γ50.14255.43
γ6-0.1115-4.72
γ70.06892.84
γ8-0.0429-2.24
Estimation Period:
Jan 1, 1998 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts