V-Lab
South Korean Won MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:3.11% (-5.29%)
Analysis last updated: Friday, April 26, 2024 at 07:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.7197 | 7197260.00 | |
| 0.0303 | 302740.00 | |
| 0.5000 | 5000000.00 | |
| 0.0000 | 10.00 | |
| 1.0000 | 22.56 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
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