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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0022	5.59***
αARCH	0.0627	9.48***
βGARCH	0.9270	156.45***
γleverage	-0.0586	-1.82*

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0022	5.59***
α ARCH Response to squared shocks	0.0627	9.48***
β GARCH Volatility persistence	0.9270	156.45***
γ leverage Additional response to negative shocks	-0.0586	-1.82*

V-Lab

South Korean Won AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other South Korean Won Analyses