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 Monday, June 2nd, 2025:11.25% (-0.51%)

Analysis last updated: Friday, May 30, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5090	7.69
$α$	0.0456	97.81
$β$	0.9990	8,394.96
$ν$	2.7346	190.57

Estimation Period:
Jan 1, 1998 to May 30, 2025