South Korean Won GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
9.95%
decreased by 0.30%
1 Week
9.91%
decreased by 0.34%
1 Month
9.79%
decreased by 0.46%
Analysis last updated: Sunday, June 14, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 21.47 | |
| 0.0661 | 19.87 | |
| 0.9366 | 590.93 | |
| -0.0217 | -4.80 |
Estimation Period:
Jan 1, 1998 to Jun 12, 2026
Jan 1, 1998 to Jun 12, 2026
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