V-Lab: South Korean Won APARCH Volatility Analysis

V-Lab

South Korean Won APARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:11.67% (-0.25%)

Analysis last updated: Wednesday, April 16, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0021	18.18
$α$	0.0588	25.62
$β$	0.9357	554.32
$γ$	-0.0931	-7.08
$δ$	1.8826	36.25

Estimation Period:
Jan 1, 1998 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts