South Korean Won GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:9.96% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 21.58 | |
| 0.0579 | 32.23 | |
| 0.9335 | 545.89 |
Estimation Period:
Jan 1, 1998 to Mar 14, 2026
Jan 1, 1998 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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