V-Lab
V-Lab

South Korean Won Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:8.47% (-0.29%)

Analysis last updated: Sunday, April 21, 2024 at 02:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of South Korean Won S0GARCH
paramt-stat
ω2.37543.81
α0.06447.32
β0.910491.23
γ10.14314.02
γ2-0.1991-3.50
γ30.13142.90
γ4-0.1719-4.34
γ50.17265.01
γ6-0.1120-3.47
γ70.05992.14
γ8-0.0385-1.98
Estimation Period:
Jan 1, 1998 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts