V-Lab
V-Lab

South Korean Won Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:5.77% (-0.15%)

Analysis last updated: Friday, January 27, 2023, 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of South Korean Won S0GARCH
paramt-stat
ω2.51194.19
α0.06646.87
β0.907584.71
γ10.17153.46
γ2-0.1997-2.51
γ30.02700.49
γ40.05851.28
γ5-0.1797-4.15
γ60.24645.75
γ7-0.1923-4.46
γ80.09812.54
γ9-0.0414-1.49
Estimation Period:
Jan 1, 1998 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts