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	param	t-stat
$ω$	2.3073	3.76
$α$	0.0639	7.31
$β$	0.9092	89.98
$γ_{1}$	0.1224	4.13
$γ_{2}$	-0.1654	-3.63
$γ_{3}$	0.0986	2.78
$γ_{4}$	-0.1353	-4.47
$γ_{5}$	0.1558	6.07
$γ_{6}$	-0.1233	-5.12
$γ_{7}$	0.0826	2.90
$γ_{8}$	-0.0665	-1.20

V-Lab

South Korean Won Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 1st, 2026:8.73% (+0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South Korean Won Analyses