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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9655	3.41***
α ARCH Response to squared shocks	0.0620	7.47***
β GARCH Volatility persistence	0.9157	100.36***

γ₁	0.0936	3.09***
γ₂	-0.1237	-2.66***
γ₃	0.0716	1.97**
γ₄	-0.1062	-3.40***
γ₅	0.1294	4.79***
γ₆	-0.1028	-4.34***
γ₇	0.0645	2.66***
γ₈	-0.0420	-2.17**

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