South Korean Won MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:0.00% (-8.49%)
Parameter Estimates
param | t-stat | |
---|---|---|
26 | ||
1.0000 | 9,999,900.00 | |
0.0420 | 420,280.00 | |
-0.0840 | -840,350.00 | |
0.0215 | 6.71 | |
0.8319 | 39.14 | |
0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Oct 18, 2025
Jan 2, 1990 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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