South Korean Won GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:10.59% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 21.56 | |
| 0.0658 | 19.64 | |
| 0.9361 | 581.08 | |
| -0.0206 | -4.49 |
Estimation Period:
Jan 1, 1998 to Mar 13, 2026
Jan 1, 1998 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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