South Korean Won GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
11.47%
decreased by 0.57%
1 Week
11.49%
decreased by 0.55%
1 Month
11.58%
decreased by 0.46%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4763 | 7.61 | |
| 0.0455 | 99.22 | |
| 0.9990 | 8,256.20 | |
| 2.7715 | 183.94 |
Estimation Period:
Jan 1, 1998 to May 22, 2026
Jan 1, 1998 to May 22, 2026
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