South Korean Won AGARCH Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
14.08%
increased by 6.66%
1 Week
13.98%
increased by 6.56%
1 Month
13.57%
increased by 6.15%
Analysis last updated: Wednesday, May 6, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 22.84 | |
| 0.0629 | 37.35 | |
| 0.9264 | 613.09 | |
| -0.0555 | -6.74 |
Estimation Period:
Jan 1, 1998 to May 1, 2026
Jan 1, 1998 to May 1, 2026
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