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

V-Lab

Gravity Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:44.17% (-4.29%)

Analysis last updated: Thursday, June 19, 2025 at 02:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1388	10.68
$β$	0.7124	48.57
$γ$	0.0446	2.66
$λ_{1}$	0.0458	1.81
$λ_{2}$	0.0181	3.94
$λ_{3}$	0.9799	165.10

Estimation Period:
Feb 8, 2005 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts