South Korean Won Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
8.39%
decreased by 0.24%
1 Week
8.46%
decreased by 0.17%
1 Month
8.69%
increased by 0.06%
Analysis last updated: Sunday, May 24, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0194 | 3.45 | |
| 0.0624 | 7.43 | |
| 0.9143 | 97.93 | |
| 0.0984 | 3.23 | |
| -0.1305 | -2.80 | |
| 0.0765 | 2.11 | |
| -0.1123 | -3.62 | |
| 0.1350 | 5.07 | |
| -0.1066 | -4.51 | |
| 0.0666 | 2.74 | |
| -0.0425 | -2.21 |
Estimation Period:
Jan 1, 1998 to May 22, 2026
Jan 1, 1998 to May 22, 2026
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