South Korean Won GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
12.37%
decreased by 0.61%
1 Week
12.39%
decreased by 0.59%
1 Month
12.46%
decreased by 0.52%
Analysis last updated: Sunday, June 14, 2026 at 01:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4733 | 7.61 | |
| 0.0455 | 99.26 | |
| 0.9990 | 8,256.20 | |
| 2.7725 | 184.34 |
Estimation Period:
Jan 1, 1998 to Jun 12, 2026
Jan 1, 1998 to Jun 12, 2026
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