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{name} Model Equation

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Param	Value	t-stat
ωconst	1.4513	1.90*
αARCH	0.0453	24.81***
βGARCH	0.9990	2,064.05***
νDF	2.7845	45.73***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4513	1.90*
α ARCH Response to squared shocks	0.0453	24.81***
β GARCH Volatility persistence	0.9990	2,064.05***
ν DF Student-t tail thickness	2.7845	45.73***

V-Lab

South Korean Won GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other South Korean Won Analyses