V-Lab
V-Lab

South Korean Won Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 4th, 2023:9.77% (+1.09%)

Analysis last updated: Friday, December 1, 2023 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of South Korean Won S0GARCH
paramt-stat
ω2.41094.07
α0.06417.06
β0.911489.60
γ10.16383.41
γ2-0.2024-2.57
γ30.05800.98
γ40.00720.15
γ5-0.1209-2.82
γ60.21275.24
γ7-0.2048-5.17
γ80.14673.80
γ9-0.0892-3.07
Estimation Period:
Jan 1, 1998 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts