South Korean Won MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, April 16th, 2026
1 Day
11.64%
decreased by 1.73%
1 Week
32.30%
increased by 18.93%
1 Month
3,185.79%
increased by 3,172.42%
Analysis last updated: Wednesday, April 15, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6688 | 6,687,860.00 | |
| 0.0812 | 812,140.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0206 | 8.17 | |
| 0.8917 | 37.15 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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