V-Lab: South Korean Won APARCH Volatility Analysis

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V-Lab

South Korean Won APARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:5.77% (-0.16%)

Analysis last updated: Friday, January 27, 2023, 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0021	17.55
$α$	0.0605	24.18
$β$	0.9329	531.28
$γ$	-0.1031	-7.50
$δ$	1.9011	35.67

Estimation Period:
Jan 1, 1998 to Jan 27, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts