South Korean Won GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:6.29% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 21.42 | |
| 0.0667 | 20.38 | |
| 0.9347 | 569.58 | |
| -0.0198 | -4.32 |
Estimation Period:
Jan 1, 1998 to Oct 10, 2025
Jan 1, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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