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V-Lab

South Korean Won Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:8.85% (-0.28%)
Analysis last updated: Sunday, February 15, 2026 at 02:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of South Korean Won S0GARCH
paramt-stat
ω2.09533.52
α0.06297.33
β0.912394.39
γ10.10543.43
γ2-0.1406-2.99
γ30.08382.30
γ4-0.1215-3.93
γ50.14335.45
γ6-0.1122-4.74
γ70.06982.88
γ8-0.0436-2.28
Estimation Period:
Jan 1, 1998 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts