South Korean Won GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:8.90% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 21.77 | |
| 0.0580 | 31.83 | |
| 0.9332 | 538.49 |
Estimation Period:
Jan 1, 1998 to Dec 26, 2025
Jan 1, 1998 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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