South Korean Won AGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:11.18% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 22.87 | |
| 0.0629 | 37.18 | |
| 0.9264 | 610.68 | |
| -0.0541 | -6.58 |
Estimation Period:
Jan 1, 1998 to Mar 14, 2026
Jan 1, 1998 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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