V-Lab
South Korean Won GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:5.61% (-0.14%)
Analysis last updated: Sunday, January 29, 2023, 01:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 20.37 | |
| 0.0709 | 20.45 | |
| 0.9317 | 531.18 | |
| -0.0231 | -4.59 |
Estimation Period:
Jan 1, 1998 to Jan 28, 2023
Jan 1, 1998 to Jan 28, 2023
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