V-Lab
South Korean Won AGARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:4.70% (-0.08%)
Analysis last updated: Friday, July 26, 2024 at 07:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 22.41 | |
| 0.0656 | 37.07 | |
| 0.9241 | 592.73 | |
| -0.0460 | -6.07 |
Estimation Period:
Jan 1, 1998 to Jul 26, 2024
Jan 1, 1998 to Jul 26, 2024
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