US Dollar to South Korean Won AGARCH 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
11.61%
decreased by 0.28%
1 Week
11.67%
decreased by 0.22%
1 Month
11.94%
increased by 0.05%
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 | |
|---|---|---|
| 0.0000 | 0.26 | |
| 0.0624 | 45.95 | |
| 0.9430 | 825.00 | |
| -0.0503 | -8.79 |
Estimation Period:
May 30, 1990 to Jun 12, 2026
May 30, 1990 to Jun 12, 2026
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