South Korean Won AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
10.52%
increased by 2.92%
1 Week
10.47%
increased by 2.87%
1 Month
10.27%
increased by 2.67%
Analysis last updated: Friday, June 5, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 22.90 | |
| 0.0626 | 37.43 | |
| 0.9268 | 617.43 | |
| -0.0554 | -6.72 |
Estimation Period:
Jan 1, 1998 to Jun 5, 2026
Jan 1, 1998 to Jun 5, 2026
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