South Korean Won GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:4.95% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 21.44 | |
| 0.0665 | 20.37 | |
| 0.9347 | 569.94 | |
| -0.0196 | -4.28 |
Estimation Period:
Jan 1, 1998 to Dec 12, 2025
Jan 1, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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