South Korean Won GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.96% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 21.64 | |
| 0.0658 | 19.58 | |
| 0.9360 | 578.15 | |
| -0.0204 | -4.45 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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