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

V-Lab

|

V-Lab

South Korean Won GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:7.93% (-0.39%)

Analysis last updated: Friday, January 27, 2023, 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5183	7.61
$α$	0.0475	94.21
$β$	0.9990	8256.20
$ν$	3	179.70

Estimation Period:
Jan 1, 1998 to Jan 27, 2023