South Korean Won EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:7.35% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0036 | -3.40 | |
| 0.1285 | 29.80 | |
| 0.9891 | 1,656.79 | |
| 0.0176 | 5.51 |
Estimation Period:
Jan 1, 1998 to Nov 14, 2025
Jan 1, 1998 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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