South Korean Won Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
8.36%
decreased by 0.22%
1 Week
8.44%
decreased by 0.14%
1 Month
8.71%
increased by 0.13%
Analysis last updated: Sunday, May 31, 2026 at 02:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0571 | 6.19 | |
| 0.0585 | 7.96 | |
| 0.9298 | 128.92 | |
| 0.0018 | 2.87 |
Estimation Period:
Jan 1, 1998 to May 29, 2026
Jan 1, 1998 to May 29, 2026
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