South Korean Won GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:7.39% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4628 | 7.64 | |
| 0.0453 | 97.80 | |
| 0.9990 | 8,325.00 | |
| 2.7612 | 184.49 |
Estimation Period:
Jan 1, 1998 to Nov 28, 2025
Jan 1, 1998 to Nov 28, 2025
Other South Korean Won Analyses
Other GAS-GARCH Student T Analyses on Currencies