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

V-Lab

South Korean Won MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:22.70% (+16.68%)

Analysis last updated: Monday, June 30, 2025 at 07:12 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
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.0168	3.91
$λ_{2}$	1.0000	51.75
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts