South Korean Won GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:8.15% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4761 | 7.64 | |
| 0.0455 | 97.86 | |
| 0.9990 | 8,325.00 | |
| 2.7573 | 185.54 |
Estimation Period:
Jan 1, 1998 to Oct 10, 2025
Jan 1, 1998 to Oct 10, 2025
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