South Korean Won MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:13.90% (+8.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6882 | 6,882,260.00 | |
| 0.0618 | 617,740.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0198 | 6.05 | |
| 0.9176 | 41.04 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other South Korean Won Analyses
Other MF2-GARCH Analyses on Currencies