V-Lab
South Korean Won AGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:7.67% (-0.26%)
Analysis last updated: Friday, April 26, 2024 at 07:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 22.14 | |
| 0.0658 | 37.00 | |
| 0.9241 | 591.58 | |
| -0.0473 | -6.23 |
Estimation Period:
Jan 1, 1998 to Apr 26, 2024
Jan 1, 1998 to Apr 26, 2024
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