V-Lab

South Korean Won Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 19th, 2025:8.01% (+0.27%)
Analysis last updated: Wednesday, June 18, 2025 at 07:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of South Korean Won S0GARCH
paramt-stat
ω2.25523.67
α0.06427.25
β0.908589.02
γ10.12253.86
γ2-0.1660-3.39
γ30.10322.74
γ4-0.1446-4.54
γ50.16276.05
γ6-0.1238-4.93
γ70.07753.14
γ8-0.0487-2.59
Estimation Period:
Jan 1, 1998 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts