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

Skip to main content

V-Lab

Gravity Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:28.10% (+3.83%)

Analysis last updated: Saturday, December 6, 2025 at 12:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1416	11.37
$β$	0.7215	54.05
$γ$	0.0412	2.57
$λ_{1}$	0.0138	0.97
$λ_{2}$	0.0189	4.84
$λ_{3}$	0.9809	210.26

Estimation Period:
Feb 8, 2005 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts