V-Lab: South Korean Won GAS-GARCH Student T Volatility Analysis

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South Korean Won GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:8.42% (+0.18%)

Analysis last updated: Friday, September 22, 2023 at 07:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4891	7.61
$α$	0.0467	94.82
$β$	0.9990	8256.20
$ν$	3	180.38

Estimation Period:
Jan 1, 1998 to Sep 22, 2023