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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0035	-3.48***
α ARCH Response to squared shocks	0.1260	30.09***
β GARCH Volatility persistence	0.9892	1,688.08***
γ leverage Additional response to negative shocks	0.0188	6.06***

V-Lab

South Korean Won EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other South Korean Won Analyses