V-Lab: South Korean Won GARCH Volatility Analysis

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V-Lab

South Korean Won GARCH Volatility Analysis

Volatility Prediction for Thursday, October 23rd, 2025:5.61% (-0.05%)

Analysis last updated: Wednesday, October 22, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0020	21.31
$α$	0.0592	32.48
$β$	0.9321	538.18

Estimation Period:
Jan 1, 1998 to Oct 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts