V-Lab: South Korean Won APARCH Volatility Analysis

V-Lab

South Korean Won APARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:5.58% (+0.24%)

Analysis last updated: Tuesday, September 16, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0021	18.28
$α$	0.0585	25.82
$β$	0.9354	557.78
$γ$	-0.0926	-7.17
$δ$	1.8948	36.79

Estimation Period:
Jan 1, 1998 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts