V-Lab: Gravity Co Ltd Asy. Power MEM Volatility Analysis

V-Lab

Gravity Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:48.26% (+10.65%)

Analysis last updated: Tuesday, May 20, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8045	9.62
$α$	0.1887	36.58
$β$	0.7739	140.81
$γ$	-0.0569	-6.39
$δ$	2.1217	31.12

Estimation Period:
Feb 8, 2005 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts