South Korean Won Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:8.85% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0953 | 3.52 | |
| 0.0629 | 7.33 | |
| 0.9123 | 94.39 | |
| 0.1054 | 3.43 | |
| -0.1406 | -2.99 | |
| 0.0838 | 2.30 | |
| -0.1215 | -3.93 | |
| 0.1433 | 5.45 | |
| -0.1122 | -4.74 | |
| 0.0698 | 2.88 | |
| -0.0436 | -2.28 |
Estimation Period:
Jan 1, 1998 to Feb 13, 2026
Jan 1, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other South Korean Won Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies