South Korean Won GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:9.81% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 21.63 | |
| 0.0655 | 19.56 | |
| 0.9362 | 579.69 | |
| -0.0205 | -4.47 |
Estimation Period:
Jan 1, 1998 to Feb 27, 2026
Jan 1, 1998 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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