South Korean Won MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
9.34%
increased by 0.08%
1 Week
9.49%
increased by 0.23%
1 Month
9.90%
increased by 0.64%
Analysis last updated: Friday, April 17, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1166 | 34.18 | |
| 0.8283 | 114.61 | |
| -0.0551 | -13.61 | |
| 0.0001 | 5.11 | |
| 0.0295 | 7.72 | |
| 0.9705 | 239.80 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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