V-Lab: South Korean Won GARCH Volatility Analysis

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V-Lab

South Korean Won GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:5.73% (-0.16%)

Analysis last updated: Sunday, October 26, 2025 at 01:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0020	21.31
$α$	0.0592	32.49
$β$	0.9322	538.51

Estimation Period:
Jan 1, 1998 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts