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	param	t-stat
$ω$	2.2469	3.69
$α$	0.0635	7.39
$β$	0.9110	92.98
$γ_{1}$	0.1168	3.96
$γ_{2}$	-0.1573	-3.47
$γ_{3}$	0.0928	2.61
$γ_{4}$	-0.1280	-4.20
$γ_{5}$	0.1489	5.74
$γ_{6}$	-0.1179	-4.95
$γ_{7}$	0.0772	2.83
$γ_{8}$	-0.0581	-1.18

V-Lab

South Korean Won Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:10.62% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South Korean Won Analyses