South Korean Won MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:1.82% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.7498 | 7,497,920.00 | |
| 0.0002 | 2,080.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0190 | 190,360.00 | |
| 0.0000 | 100.00 | |
| 0.9785 | 9,785,480.00 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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