South Korean Won GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:7.10% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 21.60 | |
| 0.0655 | 19.57 | |
| 0.9364 | 578.37 | |
| -0.0211 | -4.63 |
Estimation Period:
Jan 1, 1998 to Jan 23, 2026
Jan 1, 1998 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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