V-Lab
V-Lab

South Korean Won Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 15th, 2024:5.82% (-0.10%)

Analysis last updated: Friday, July 12, 2024 at 07:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of South Korean Won S0GARCH
paramt-stat
ω2.35953.78
α0.06457.30
β0.909690.24
γ10.13924.01
γ2-0.1929-3.51
γ30.12652.91
γ4-0.1683-4.48
γ50.17345.34
γ6-0.1164-3.81
γ70.06202.30
γ8-0.0366-1.96
Estimation Period:
Jan 1, 1998 to Jul 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts