South Korean Won EGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:6.29% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0036 | -3.42 | |
| 0.1286 | 29.78 | |
| 0.9891 | 1,654.00 | |
| 0.0175 | 5.46 |
Estimation Period:
Jan 1, 1998 to Oct 18, 2025
Jan 1, 1998 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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