V-Lab

South Korean Won Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:9.58% (+0.99%)
Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of South Korean Won S0GARCH
paramt-stat
ω2.24453.66
α0.06417.25
β0.908789.33
γ10.12143.83
γ2-0.1643-3.37
γ30.10202.71
γ4-0.1432-4.51
γ50.16186.04
γ6-0.1235-4.95
γ70.07783.15
γ8-0.0490-2.62
Estimation Period:
Jan 1, 1998 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts