V-Lab
South Korean Won EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:8.90% (+0.27%)
Analysis last updated: Thursday, April 18, 2024 at 07:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0031 | -2.83 | |
| 0.1294 | 29.28 | |
| 0.9894 | 1643.49 | |
| 0.0189 | 5.72 |
Estimation Period:
Jan 1, 1998 to Apr 12, 2024
Jan 1, 1998 to Apr 12, 2024
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