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	param	t-stat
$ω$	1.9903	3.42
$α$	0.0622	7.46
$β$	0.9149	99.18
$γ_{1}$	0.0957	3.15
$γ_{2}$	-0.1265	-2.72
$γ_{3}$	0.0735	2.03
$γ_{4}$	-0.1085	-3.49
$γ_{5}$	0.1315	4.90
$γ_{6}$	-0.1043	-4.41
$γ_{7}$	0.0652	2.69
$γ_{8}$	-0.0420	-2.18

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