South Korean Won AGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:5.27% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 23.31 | |
| 0.0639 | 37.03 | |
| 0.9254 | 598.18 | |
| -0.0465 | -5.99 |
Estimation Period:
Jan 1, 1998 to Dec 5, 2025
Jan 1, 1998 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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