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, May 12th, 2025:11.87% (-0.08%)

Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5171	7.70
$α$	0.0456	97.63
$β$	0.9990	8,394.96
$ν$	2.7289	192.03

Estimation Period:
Jan 1, 1998 to May 9, 2025