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
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 | 8.19 | |
| 0.8917 | 37.24 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
Other South Korean Won Analyses
Other MF2-GARCH Analyses on Currencies