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	param	t-stat
$ω$	2.0017	3.43
$α$	0.0624	7.46
$β$	0.9146	98.80
$γ_{1}$	0.0967	3.17
$γ_{2}$	-0.1281	-2.74
$γ_{3}$	0.0747	2.05
$γ_{4}$	-0.1101	-3.54
$γ_{5}$	0.1331	4.96
$γ_{6}$	-0.1056	-4.46
$γ_{7}$	0.0667	2.75
$γ_{8}$	-0.0434	-2.25

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