Gravity Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:45.19% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5111 | 12.09 | |
| 0.1421 | 12.60 | |
| 0.7757 | 90.64 | |
| 0.0307 | 1.45 |
Estimation Period:
Feb 8, 2005 to Dec 12, 2025
Feb 8, 2005 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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