V-Lab
V-Lab

South Korean Won Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 18th, 2025:6.35% (-0.15%)

Analysis last updated: Monday, February 17, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of South Korean Won S0GARCH
paramt-stat
ω2.29723.71
α0.06437.29
β0.909189.69
γ10.12843.93
γ2-0.1755-3.45
γ30.11152.82
γ4-0.1536-4.57
γ50.16775.89
γ6-0.1220-4.58
γ70.07022.86
γ8-0.0407-2.38
Estimation Period:
Jan 1, 1998 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts