US Dollar to South Korean Won MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
10.37%
decreased by 0.15%
1 Week
10.29%
decreased by 0.23%
1 Month
10.53%
increased by 0.01%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0396 | 49.20 | |
| 0.9687 | 1,827.82 | |
| -0.0168 | -17.67 | |
| 1.8350 | 1.59 | |
| 0.4249 | 1.61 | |
| 0.0000 | 0.00 |
Estimation Period:
May 30, 1990 to Jun 12, 2026
May 30, 1990 to Jun 12, 2026
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