V-Lab
South Korean Won AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:9.96% (+1.41%)
Analysis last updated: Thursday, April 18, 2024 at 07:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 22.37 | |
| 0.0658 | 36.92 | |
| 0.9241 | 590.83 | |
| -0.0468 | -6.17 |
Estimation Period:
Jan 1, 1998 to Apr 12, 2024
Jan 1, 1998 to Apr 12, 2024
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