South Korean Won Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:10.76% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0850 | 3.50 | |
| 0.0629 | 7.36 | |
| 0.9124 | 94.81 | |
| 0.1043 | 3.40 | |
| -0.1390 | -2.96 | |
| 0.0826 | 2.27 | |
| -0.1199 | -3.88 | |
| 0.1419 | 5.39 | |
| -0.1113 | -4.71 | |
| 0.0693 | 2.87 | |
| -0.0435 | -2.29 |
Estimation Period:
Jan 1, 1998 to Mar 6, 2026
Jan 1, 1998 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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