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

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V-Lab

South Korean Won MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, October 23rd, 2025:0.00% (-8.49%)

Analysis last updated: Wednesday, October 22, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0420	420,280.00
$γ$	-0.0840	-840,350.00
$λ_{1}$	0.0215	6.71
$λ_{2}$	0.8319	39.14
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Oct 18, 2025

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