US Dollar to South Korean Won GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.66% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2797 | 10.15 | |
| 0.0536 | 122.48 | |
| 0.9978 | 5,065.10 | |
| 2.8194 | 283.59 |
Estimation Period:
May 30, 1990 to Feb 20, 2026
May 30, 1990 to Feb 20, 2026
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