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

V-Lab

South Korean Won GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:12.42% (+1.02%)

Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4999	7.68
$α$	0.0455	97.80
$β$	0.9990	8,394.96
$ν$	2.7392	189.84

Estimation Period:
Jan 1, 1998 to Jun 27, 2025