V-Lab
South Korean Won GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:7.85% (-0.24%)
Analysis last updated: Tuesday, April 23, 2024 at 07:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 20.61 | |
| 0.0694 | 21.06 | |
| 0.9334 | 568.10 | |
| -0.0221 | -4.66 |
Estimation Period:
Jan 1, 1998 to Apr 19, 2024
Jan 1, 1998 to Apr 19, 2024
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