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, June 23rd, 2025:11.97% (+0.63%)

Analysis last updated: Friday, June 20, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5011	7.68
$α$	0.0455	97.71
$β$	0.9990	8,394.96
$ν$	2.7401	189.19

Estimation Period:
Jan 1, 1998 to Jun 20, 2025