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, July 14th, 2025:9.47% (-0.38%)

Analysis last updated: Friday, July 11, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4993	7.68
$α$	0.0455	97.90
$β$	0.9990	8,394.96
$ν$	2.7390	190.46

Estimation Period:
Jan 1, 1998 to Jul 11, 2025