US Dollar to South Korean Won GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.49% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2812 | 10.18 | |
| 0.0537 | 122.66 | |
| 0.9978 | 5,090.97 | |
| 2.8194 | 284.53 |
Estimation Period:
May 30, 1990 to Feb 13, 2026
May 30, 1990 to Feb 13, 2026
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