V-Lab: South Korean Won APARCH Volatility Analysis

V-Lab

South Korean Won APARCH Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:8.59% (-0.09%)

Analysis last updated: Wednesday, July 2, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0021	18.32
$α$	0.0587	25.78
$β$	0.9358	558.70
$γ$	-0.0934	-7.19
$δ$	1.8811	36.39

Estimation Period:
Jan 1, 1998 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts