South Korean Won GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:7.60% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 21.39 | |
| 0.0667 | 20.42 | |
| 0.9348 | 571.40 | |
| -0.0200 | -4.36 |
Estimation Period:
Jan 1, 1998 to Nov 14, 2025
Jan 1, 1998 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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