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	param	t-stat
$ω$	2.0396	3.46
$α$	0.0627	7.42
$β$	0.9136	96.91
$γ_{1}$	0.1003	3.28
$γ_{2}$	-0.1332	-2.84
$γ_{3}$	0.0783	2.15
$γ_{4}$	-0.1144	-3.68
$γ_{5}$	0.1369	5.15
$γ_{6}$	-0.1082	-4.57
$γ_{7}$	0.0679	2.79
$γ_{8}$	-0.0434	-2.24

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