V-Lab: Gravity Co Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

Gravity Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:46.84% (+7.85%)

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
$ω$	21.4809	5.49
$α$	0.1333	24.05
$β$	0.9515	109.48
$ν$	3.3476	15.34

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