South Korean Won GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
9.10%
decreased by 0.26%
1 Week
9.08%
decreased by 0.28%
1 Month
8.99%
decreased by 0.37%
Analysis last updated: Friday, April 24, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 21.47 | |
| 0.0660 | 19.76 | |
| 0.9363 | 584.46 | |
| -0.0212 | -4.67 |
Estimation Period:
Jan 1, 1998 to Apr 24, 2026
Jan 1, 1998 to Apr 24, 2026
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