South Korean Won Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:6.74% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1753 | 3.58 | |
| 0.0639 | 7.31 | |
| 0.9103 | 91.86 | |
| 0.1133 | 3.63 | |
| -0.1524 | -3.18 | |
| 0.0928 | 2.51 | |
| -0.1321 | -4.22 | |
| 0.1523 | 5.76 | |
| -0.1171 | -4.84 | |
| 0.0711 | 2.94 | |
| -0.0426 | -2.31 |
Estimation Period:
Jan 1, 1998 to Oct 24, 2025
Jan 1, 1998 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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