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 Monday, August 25th, 2025:44.71% (+2.49%)

Analysis last updated: Friday, August 22, 2025 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	21.1434	5.50
$α$	0.1323	24.32
$β$	0.9528	113.10
$ν$	3.3674	15.33

Estimation Period:
Feb 8, 2005 to Aug 22, 2025