South Korean Won GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
8.23%
decreased by 0.25%
1 Week
8.22%
decreased by 0.26%
1 Month
8.19%
decreased by 0.29%
Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 21.61 | |
| 0.0657 | 19.75 | |
| 0.9365 | 587.53 | |
| -0.0210 | -4.64 |
Estimation Period:
Jan 1, 1998 to May 22, 2026
Jan 1, 1998 to May 22, 2026
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