South Korean Won GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:7.54% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4586 | 7.62 | |
| 0.0455 | 97.95 | |
| 0.9990 | 8,325.00 | |
| 2.7635 | 184.21 |
Estimation Period:
Jan 1, 1998 to Dec 19, 2025
Jan 1, 1998 to Dec 19, 2025
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