South Korean Won GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:6.29% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 21.37 | |
| 0.0666 | 20.40 | |
| 0.9349 | 572.14 | |
| -0.0199 | -4.34 |
Estimation Period:
Jan 1, 1998 to Nov 21, 2025
Jan 1, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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