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 Friday, August 1st, 2025:11.01% (+0.19%)

Analysis last updated: Thursday, July 31, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4997	7.68
$α$	0.0455	97.91
$β$	0.9990	8,394.96
$ν$	2.7397	190.23

Estimation Period:
Jan 1, 1998 to Jul 25, 2025