V-Lab
South Korean Won GARCH Volatility Analysis
Volatility Prediction for Monday, December 4th, 2023:9.75% (-0.33%)
Analysis last updated: Sunday, December 3, 2023 at 01:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 20.11 | |
| 0.0608 | 32.34 | |
| 0.9312 | 532.74 |
Estimation Period:
Jan 1, 1998 to Dec 1, 2023
Jan 1, 1998 to Dec 1, 2023
News Impact Curve
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