V-Lab: South Korean Won EGARCH Volatility Analysis

V-Lab

South Korean Won EGARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:9.86% (-0.49%)

Analysis last updated: Sunday, May 11, 2025 at 01:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0031	-2.90
$α$	0.1290	29.68
$β$	0.9893	1,659.83
$γ$	0.0174	5.41

Estimation Period:
Jan 1, 1998 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts