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, November 13th, 2025:6.03% (-7.12%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.8046	8,045,640.00
$β$	0.0039	38,720.00
$γ$	0.3831	3,831,270.00
$λ_{1}$	0.0155	12.47
$λ_{2}$	1.0000	135.81
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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