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	param	t-stat
$ω$	2.1107	3.53
$α$	0.0628	7.30
$β$	0.9119	93.66
$γ_{1}$	0.1070	3.48
$γ_{2}$	-0.1429	-3.03
$γ_{3}$	0.0856	2.35
$γ_{4}$	-0.1237	-4.01
$γ_{5}$	0.1450	5.53
$γ_{6}$	-0.1128	-4.75
$γ_{7}$	0.0689	2.83
$γ_{8}$	-0.0420	-2.18

V-Lab

South Korean Won Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 26th, 2026:8.25% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South Korean Won Analyses