V-Lab
V-Lab
South Korean Won GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:6.58% (-0.19%)
Analysis last updated: Monday, July 14, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of South Korean Won GARCH
paramt-stat
ω0.002021.18
α0.059332.35
β0.9322536.05
Estimation Period:
Jan 1, 1998 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts