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, June 19th, 2026
1 Day
0.00%
decreased by 0.95%
1 Week
0.22%
decreased by 0.73%
1 Month
0.14%
decreased by 0.81%
Analysis last updated: Thursday, June 18, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0258 | 258,340.00 | |
| 0.0113 | 113,330.00 | |
| 0.4866 | 4,866,430.00 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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