South Korean Won GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.80% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4947 | 7.63 | |
| 0.0456 | 98.25 | |
| 0.9990 | 8,325.00 | |
| 2.7554 | 185.70 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
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