US Dollar to South Korean Won GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.92% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 15.87 | |
| 0.0637 | 26.76 | |
| 0.9471 | 827.86 | |
| -0.0215 | -6.82 |
Estimation Period:
May 30, 1990 to Feb 20, 2026
May 30, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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