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, September 1st, 2025:9.72% (-0.46%)

Analysis last updated: Friday, August 29, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4865	7.65
$α$	0.0455	97.90
$β$	0.9990	8,325.00
$ν$	2.7513	187.05

Estimation Period:
Jan 1, 1998 to Aug 29, 2025