South Korean Won GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:8.12% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4683 | 7.63 | |
| 0.0454 | 97.69 | |
| 0.9990 | 8,325.00 | |
| 2.7600 | 184.80 |
Estimation Period:
Jan 1, 1998 to Oct 31, 2025
Jan 1, 1998 to Oct 31, 2025
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