V-Lab: Gravity Co Ltd MF2-GARCH Volatility Analysis

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Gravity Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:24.55% (-0.64%)

Analysis last updated: Tuesday, November 11, 2025 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1411	11.23
$β$	0.7192	52.74
$γ$	0.0419	2.59
$λ_{1}$	0.0193	1.22
$λ_{2}$	0.0185	4.63
$λ_{3}$	0.9809	202.63

Estimation Period:
Feb 8, 2005 to Nov 7, 2025

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