South Korean Won GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
9.38%
decreased by 0.13%
1 Week
9.35%
decreased by 0.16%
1 Month
9.25%
decreased by 0.26%
Analysis last updated: Friday, May 15, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 21.56 | |
| 0.0658 | 19.77 | |
| 0.9366 | 587.92 | |
| -0.0211 | -4.65 |
Estimation Period:
Jan 1, 1998 to May 15, 2026
Jan 1, 1998 to May 15, 2026
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