V-Lab
South Korean Won EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:7.30% (+0.64%)
Analysis last updated: Tuesday, October 3, 2023 at 07:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0030 | -2.73 | |
| 0.1287 | 28.64 | |
| 0.9895 | 1646.44 | |
| 0.0189 | 5.66 |
Estimation Period:
Jan 1, 1998 to Sep 29, 2023
Jan 1, 1998 to Sep 29, 2023
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