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	param	t-stat
$ω$	2.0564	3.47
$α$	0.0628	7.40
$β$	0.9132	96.30
$γ_{1}$	0.1018	3.32
$γ_{2}$	-0.1355	-2.88
$γ_{3}$	0.0802	2.20
$γ_{4}$	-0.1169	-3.76
$γ_{5}$	0.1393	5.25
$γ_{6}$	-0.1098	-4.63
$γ_{7}$	0.0689	2.84
$γ_{8}$	-0.0439	-2.30

V-Lab

South Korean Won Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other South Korean Won Analyses