V-Lab
South Korean Won GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 19th, 2025:5.72% (-0.12%)
Analysis last updated: Tuesday, February 18, 2025 at 07:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 20.99 | |
| 0.0681 | 21.03 | |
| 0.9333 | 573.29 | |
| -0.0200 | -4.27 |
Estimation Period:
Jan 1, 1998 to Feb 14, 2025
Jan 1, 1998 to Feb 14, 2025
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