South Korean Won EGARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:5.34% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0037 | -3.51 | |
| 0.1286 | 29.79 | |
| 0.9891 | 1,653.97 | |
| 0.0172 | 5.39 |
Estimation Period:
Jan 1, 1998 to Dec 12, 2025
Jan 1, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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