South Korean Won GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:7.83% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4627 | 7.66 | |
| 0.0452 | 97.81 | |
| 0.9990 | 8,325.00 | |
| 2.7538 | 187.20 |
Estimation Period:
Jan 1, 1998 to Jan 9, 2026
Jan 1, 1998 to Jan 9, 2026
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