V-Lab
South Korean Won GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:8.43% (-0.12%)
Analysis last updated: Friday, April 19, 2024 at 07:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 20.40 | |
| 0.0612 | 32.79 | |
| 0.9306 | 535.74 |
Estimation Period:
Jan 1, 1998 to Apr 19, 2024
Jan 1, 1998 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other South Korean Won Analyses