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	param	t-stat
$ω$	2.1233	3.54
$α$	0.0630	7.30
$β$	0.9116	93.19
$γ_{1}$	0.1082	3.51
$γ_{2}$	-0.1447	-3.06
$γ_{3}$	0.0869	2.38
$γ_{4}$	-0.1253	-4.06
$γ_{5}$	0.1467	5.60
$γ_{6}$	-0.1142	-4.80
$γ_{7}$	0.0707	2.90
$γ_{8}$	-0.0438	-2.28

V-Lab

South Korean Won Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 7th, 2026:7.70% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South Korean Won Analyses