US Dollar to South Korean Won GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
12.79%
decreased by 0.43%
1 Week
12.77%
decreased by 0.45%
1 Month
12.71%
decreased by 0.51%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2808 | 10.27 | |
| 0.0536 | 122.67 | |
| 0.9979 | 5,197.18 | |
| 2.8307 | 285.47 |
Estimation Period:
May 30, 1990 to Jun 12, 2026
May 30, 1990 to Jun 12, 2026
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