V-Lab
South Korean Won APARCH Volatility Analysis
Volatility Prediction for Friday, October 11th, 2024:8.62% (+0.22%)
Analysis last updated: Thursday, October 10, 2024 at 07:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 18.03 | |
| 0.0606 | 25.78 | |
| 0.9342 | 563.10 | |
| -0.0941 | -7.19 | |
| 1.8719 | 35.88 |
Estimation Period:
Jan 1, 1998 to Oct 4, 2024
Jan 1, 1998 to Oct 4, 2024
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