South Korean Won AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.12% (+2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 22.92 | |
| 0.0628 | 36.88 | |
| 0.9264 | 607.89 | |
| -0.0540 | -6.55 |
Estimation Period:
Jan 1, 1998 to Jan 30, 2026
Jan 1, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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