South Korean Won GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
14.73%
decreased by 0.75%
1 Week
14.74%
decreased by 0.74%
1 Month
14.78%
decreased by 0.70%
Analysis last updated: Friday, April 10, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4894 | 7.62 | |
| 0.0456 | 99.37 | |
| 0.9990 | 8,325.00 | |
| 2.7640 | 185.03 |
Estimation Period:
Jan 1, 1998 to Apr 10, 2026
Jan 1, 1998 to Apr 10, 2026
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