V-Lab: South Korean Won GARCH Volatility Analysis

V-Lab

South Korean Won GARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:5.47% (-0.14%)

Analysis last updated: Wednesday, September 17, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0020	21.37
$α$	0.0594	32.47
$β$	0.9319	535.87

Estimation Period:
Jan 1, 1998 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts