V-Lab: South Korean Won MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

South Korean Won MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 3rd, 2025:6.20% (+0.05%)

Analysis last updated: Tuesday, December 2, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.7068	7,067,550.00
$β$	0.0432	432,450.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0180	11.57
$λ_{2}$	0.9423	11.87
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts