V-Lab
South Korean Won AGARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:5.50% (-0.09%)
Analysis last updated: Sunday, January 29, 2023, 01:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 21.91 | |
| 0.0669 | 35.30 | |
| 0.9224 | 555.32 | |
| -0.0479 | -6.23 |
Estimation Period:
Jan 1, 1998 to Jan 28, 2023
Jan 1, 1998 to Jan 28, 2023
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