V-Lab: South Korean Won AGARCH Volatility Analysis

V-Lab

South Korean Won AGARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:6.81% (+0.37%)

Analysis last updated: Thursday, July 17, 2025 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0023	23.08
$α$	0.0641	36.90
$β$	0.9254	595.88
$γ$	-0.0479	-6.15

Estimation Period:
Jan 1, 1998 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts