US Dollar to South Korean Won MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:2.85% (-5.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.6618 | 6,617,560.00 | |
| 0.0882 | 882,440.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0210 | 210,480.00 | |
| 0.8823 | 8,823,430.00 | |
| 0.0000 | 100.00 |
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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