V-Lab
South Korean Won GARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:15.52% (-0.51%)
Analysis last updated: Friday, November 25, 2022, 07:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 19.62 | |
| 0.0617 | 31.31 | |
| 0.9302 | 506.66 |
Estimation Period:
Jan 1, 1998 to Nov 25, 2022
Jan 1, 1998 to Nov 25, 2022
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