US Dollar to South Korean Won GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.97% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 15.93 | |
| 0.0637 | 26.74 | |
| 0.9470 | 825.61 | |
| -0.0214 | -6.78 |
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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