South Korean Won EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.50% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0035 | -3.38 | |
| 0.1274 | 29.84 | |
| 0.9891 | 1,659.59 | |
| 0.0180 | 5.71 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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