V-Lab: South Korean Won GARCH Volatility Analysis

V-Lab

South Korean Won GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:10.54% (-0.35%)

Analysis last updated: Monday, May 19, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0020	21.01
$α$	0.0595	32.42
$β$	0.9322	536.36

Estimation Period:
Jan 1, 1998 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts