South Korean Won GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
11.94%
increased by 0.04%
1 Week
11.88%
decreased by 0.02%
1 Month
11.66%
decreased by 0.24%
Analysis last updated: Friday, April 3, 2026 at 08:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 21.44 | |
| 0.0660 | 19.73 | |
| 0.9362 | 583.67 | |
| -0.0209 | -4.57 |
Estimation Period:
Jan 1, 1998 to Apr 3, 2026
Jan 1, 1998 to Apr 3, 2026
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