V-Lab: US Dollar to South Korean Won MF2-GARCH Volatility Analysis

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V-Lab

US Dollar to South Korean Won MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 29th, 2005:4.23992117379557e+153% (0.00%)

Analysis last updated: Tuesday, April 30, 2024 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.6618	6617560.00
$β$	0.0882	882440.00
$γ$	0.5000	5000000.00
$λ_{1}$	1.1765	9.96
$λ_{2}$	0.8823	9.76
$λ_{3}$	0.0000	0.00

Estimation Period:
May 30, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

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