South Korean Won GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
10.99%
decreased by 0.41%
1 Week
11.01%
decreased by 0.39%
1 Month
11.10%
decreased by 0.30%
Analysis last updated: Sunday, May 3, 2026 at 01:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4827 | 7.61 | |
| 0.0456 | 99.44 | |
| 0.9990 | 8,256.20 | |
| 2.7692 | 184.05 |
Estimation Period:
Jan 1, 1998 to May 1, 2026
Jan 1, 1998 to May 1, 2026
Other South Korean Won Analyses
Other GAS-GARCH Student T Analyses on Currencies