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V-Lab

South Korean Won Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:10.76% (+0.59%)
Analysis last updated: Thursday, March 12, 2026 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of South Korean Won S0GARCH
paramt-stat
ω2.08503.50
α0.06297.36
β0.912494.81
γ10.10433.40
γ2-0.1390-2.96
γ30.08262.27
γ4-0.1199-3.88
γ50.14195.39
γ6-0.1113-4.71
γ70.06932.87
γ8-0.0435-2.29
Estimation Period:
Jan 1, 1998 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts