V-Lab: South Korean Won APARCH Volatility Analysis

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South Korean Won APARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:7.16% (-0.21%)

Analysis last updated: Sunday, November 16, 2025 at 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0021	18.28
$α$	0.0583	25.93
$β$	0.9358	561.69
$γ$	-0.0936	-7.25
$δ$	1.8902	36.90

Estimation Period:
Jan 1, 1998 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts