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

V-Lab

South Korean Won MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:3.28% (-4.56%)

Analysis last updated: Tuesday, September 16, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.8313	8,312,940.00
$β$	0.0079	79,210.00
$γ$	0.3216	3,215,710.00
$λ_{1}$	0.0153	11.77
$λ_{2}$	1.0000	142.98
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts