South Korean Won GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
11.20%
decreased by 0.49%
1 Week
11.22%
decreased by 0.47%
1 Month
11.30%
decreased by 0.39%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4646 | 7.61 | |
| 0.0454 | 99.33 | |
| 0.9990 | 8,256.20 | |
| 2.7764 | 183.81 |
Estimation Period:
Jan 1, 1998 to Jul 3, 2026
Jan 1, 1998 to Jul 3, 2026
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