South Korean Won GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:5.92% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 21.41 | |
| 0.0666 | 20.37 | |
| 0.9347 | 569.96 | |
| -0.0198 | -4.31 |
Estimation Period:
Jan 1, 1998 to Oct 24, 2025
Jan 1, 1998 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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