V-Lab: South Korean Won GAS-GARCH Student T Volatility Analysis

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V-Lab

South Korean Won GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 30th, 2024:7.68% (-0.38%)

Analysis last updated: Sunday, December 29, 2024 at 01:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4865	7.63
$α$	0.0460	96.78
$β$	0.9990	8325.00
$ν$	3	183.88

Estimation Period:
Jan 1, 1998 to Dec 27, 2024