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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9290	3.37***
α ARCH Response to squared shocks	0.0615	7.46***
β GARCH Volatility persistence	0.9164	101.10***

γ₁	0.0913	3.01***
γ₂	-0.1205	-2.59***
γ₃	0.0696	1.91*
γ₄	-0.1039	-3.33***
γ₅	0.1274	4.68***
γ₆	-0.1010	-4.24***
γ₇	0.0625	2.57**
γ₈	-0.0406	-2.09**

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