US Dollar to South Korean Won MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:1.30% (-13.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.7496 | 7,496,240.00 | |
| 0.0004 | 3,760.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.6115 | 65.56 | |
| 0.2995 | 11.18 | |
| 0.0005 | 0.01 |
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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