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V-Lab

South Korean Won Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:6.74% (+0.09%)
Analysis last updated: Monday, October 27, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of South Korean Won S0GARCH
paramt-stat
ω2.17533.58
α0.06397.31
β0.910391.86
γ10.11333.63
γ2-0.1524-3.18
γ30.09282.51
γ4-0.1321-4.22
γ50.15235.76
γ6-0.1171-4.84
γ70.07112.94
γ8-0.0426-2.31
Estimation Period:
Jan 1, 1998 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts