V-Lab: Gravity Co Ltd EGARCH Volatility Analysis

V-Lab

Gravity Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:38.16% (+0.60%)

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
$ω$	0.0179	6.83
$α$	0.0581	16.58
$β$	0.9963	1,419.25
$γ$	-0.0051	-1.55

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts