V-Lab
South Korean Won GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:7.97% (-0.12%)
Analysis last updated: Monday, April 22, 2024 at 07:15 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
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