V-Lab: South Korean Won APARCH Volatility Analysis

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V-Lab

South Korean Won APARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:6.01% (-0.17%)

Analysis last updated: Friday, October 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0021	18.26
$α$	0.0583	25.87
$β$	0.9356	560.27
$γ$	-0.0924	-7.15
$δ$	1.8928	36.85

Estimation Period:
Jan 1, 1998 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts