South Korean Won GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:10.08% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4820 | 7.65 | |
| 0.0453 | 98.06 | |
| 0.9990 | 8,325.00 | |
| 2.7518 | 187.12 |
Estimation Period:
Jan 1, 1998 to Jan 30, 2026
Jan 1, 1998 to Jan 30, 2026
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