V-Lab
South Korean Won EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:7.22% (-0.10%)
Analysis last updated: Monday, January 13, 2025 at 07:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0034 | -3.16 | |
| 0.1295 | 29.78 | |
| 0.9892 | 1648.68 | |
| 0.0175 | 5.41 |
Estimation Period:
Jan 1, 1998 to Jan 10, 2025
Jan 1, 1998 to Jan 10, 2025
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