US Dollar to South Korean Won EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.49% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 9.01 | |
| 0.1440 | 39.52 | |
| 0.9943 | 3,049.90 | |
| 0.0214 | 8.75 |
Estimation Period:
May 30, 1990 to Feb 6, 2026
May 30, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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