V-Lab: South Korean Won APARCH Volatility Analysis

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V-Lab

South Korean Won APARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:8.60% (-0.08%)

Analysis last updated: Friday, April 19, 2024 at 07:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0022	17.98
$α$	0.0602	25.48
$β$	0.9348	563.81
$γ$	-0.1025	-7.65
$δ$	1.8645	35.81

Estimation Period:
Jan 1, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts