US Dollar to South Korean Won EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
11.04%
decreased by 0.33%
1 Week
11.15%
decreased by 0.22%
1 Month
11.61%
increased by 0.24%
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 | |
|---|---|---|
| 0.0062 | 9.08 | |
| 0.1433 | 39.71 | |
| 0.9943 | 3,059.37 | |
| 0.0219 | 8.96 |
Estimation Period:
May 30, 1990 to Jun 12, 2026
May 30, 1990 to Jun 12, 2026
Other EGARCH Analyses on Currencies