V-Lab: South Korean Won APARCH Volatility Analysis

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V-Lab

South Korean Won APARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:6.31% (-0.06%)

Analysis last updated: Friday, September 22, 2023 at 07:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0021	17.76
$α$	0.0592	24.83
$β$	0.9350	554.87
$γ$	-0.1018	-7.47
$δ$	1.8900	35.99

Estimation Period:
Jan 1, 1998 to Sep 22, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts