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, April 21st, 2025:11.40% (-0.57%)

Analysis last updated: Friday, April 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5138	7.67
$α$	0.0458	97.44
$β$	0.9990	8,394.96
$ν$	2.7370	189.08

Estimation Period:
Jan 1, 1998 to Apr 18, 2025