South Korean Won Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:7.98% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2569 | 3.71 | |
| 0.0634 | 7.35 | |
| 0.9107 | 92.20 | |
| 0.1177 | 4.00 | |
| -0.1585 | -3.51 | |
| 0.0936 | 2.65 | |
| -0.1290 | -4.26 | |
| 0.1500 | 5.83 | |
| -0.1191 | -5.02 | |
| 0.0793 | 2.90 | |
| -0.0640 | -1.25 |
Estimation Period:
Jan 1, 1998 to Feb 27, 2026
Jan 1, 1998 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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