US Dollar to South Korean Won EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.55% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 8.98 | |
| 0.1438 | 39.53 | |
| 0.9943 | 3,059.29 | |
| 0.0214 | 8.75 |
Estimation Period:
May 30, 1990 to Feb 13, 2026
May 30, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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