South Korean Won EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
10.58%
decreased by 0.29%
1 Week
10.64%
decreased by 0.23%
1 Month
10.85%
decreased by 0.02%
Analysis last updated: Friday, June 12, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0035 | -3.36 | |
| 0.1266 | 30.10 | |
| 0.9892 | 1,676.63 | |
| 0.0187 | 5.97 |
Estimation Period:
Jan 1, 1998 to Jun 12, 2026
Jan 1, 1998 to Jun 12, 2026
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