V-Lab

South Korean Won Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:11.46% (-0.36%)
Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of South Korean Won S0GARCH
paramt-stat
ω2.26923.68
α0.06447.25
β0.908388.88
γ10.12433.89
γ2-0.1687-3.42
γ30.10552.77
γ4-0.1472-4.58
γ50.16476.05
γ6-0.1245-4.89
γ70.07803.13
γ8-0.0492-2.61
Estimation Period:
Jan 1, 1998 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts