V-Lab: Gravity Co Ltd GJR-GARCH Volatility Analysis

V-Lab

Gravity Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:46.87% (+0.18%)

Analysis last updated: Friday, July 25, 2025 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8476	11.76
$α$	0.1481	12.45
$β$	0.7520	70.84
$γ$	0.0322	1.43

Estimation Period:
Feb 8, 2005 to Jul 25, 2025

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Volatility Forecasts