V-Lab: South Korean Won EGARCH Volatility Analysis

V-Lab

South Korean Won EGARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:6.16% (+0.25%)

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
$ω$	-0.0036	-3.39
$α$	0.1289	29.80
$β$	0.9891	1,648.45
$γ$	0.0176	5.49

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts