South Korean Won GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:4.58% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 21.35 | |
| 0.0592 | 32.57 | |
| 0.9320 | 538.43 |
Estimation Period:
Jan 1, 1998 to Dec 19, 2025
Jan 1, 1998 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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