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V-Lab

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 Friday, May 29th, 2026

1 Day

10.76%

decreased by 1.74%

1 Week

28.21%

increased by 15.71%

1 Month

2,710.55%

increased by 2,698.05%

Analysis last updated: Thursday, May 28, 2026 at 07:03 PM UTC

Date Range:

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graph of South Korean Won MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time