South Korean Won GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:8.27% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4668 | 7.64 | |
| 0.0453 | 97.84 | |
| 0.9990 | 8,325.00 | |
| 2.7596 | 184.90 |
Estimation Period:
Jan 1, 1998 to Nov 21, 2025
Jan 1, 1998 to Nov 21, 2025
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