V-Lab
South Korean Won AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:10.09% (+3.74%)
Analysis last updated: Tuesday, October 3, 2023 at 07:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 22.07 | |
| 0.0654 | 36.20 | |
| 0.9244 | 584.72 | |
| -0.0465 | -6.08 |
Estimation Period:
Jan 1, 1998 to Sep 29, 2023
Jan 1, 1998 to Sep 29, 2023
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