South Korean Won GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
13.72%
increased by 1.18%
1 Week
13.73%
increased by 1.19%
1 Month
13.79%
increased by 1.25%
Analysis last updated: Tuesday, March 31, 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 | |
|---|---|---|
| 1.4864 | 7.61 | |
| 0.0457 | 99.37 | |
| 0.9990 | 8,256.20 | |
| 2.7691 | 182.79 |
Estimation Period:
Jan 1, 1998 to Mar 27, 2026
Jan 1, 1998 to Mar 27, 2026
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