V-Lab
South Korean Won GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:5.87% (-0.14%)
Analysis last updated: Thursday, June 1, 2023 at 07:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 20.18 | |
| 0.0614 | 31.78 | |
| 0.9301 | 517.88 |
Estimation Period:
Jan 1, 1998 to May 27, 2023
Jan 1, 1998 to May 27, 2023
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