South Korean Won GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:6.71% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 21.63 | |
| 0.0657 | 19.54 | |
| 0.9362 | 577.20 | |
| -0.0210 | -4.56 |
Estimation Period:
Jan 1, 1998 to Jan 2, 2026
Jan 1, 1998 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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