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

V-Lab

Gravity Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:47.97% (+0.18%)

Analysis last updated: Friday, August 22, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8073	11.80
$α$	0.1472	12.46
$β$	0.7546	72.72
$γ$	0.0327	1.46

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

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Volatility Forecasts

Volatility Forecasts