South Korean Won MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:2.64% (-8.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.6970 | 6,969,730.00 | |
| 0.0530 | 530,270.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1735 | 11.70 | |
| 0.9293 | 13.55 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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