V-Lab: Gravity Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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Gravity Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:26.01% (-0.60%)

Analysis last updated: Tuesday, November 11, 2025 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8190	2.13
$α$	0.1661	4.90
$β$	0.6595	10.27
$γ_{1}$	0.4250	1.56
$γ_{2}$	-0.7285	-1.86
$γ_{3}$	0.4639	2.21
$γ_{4}$	-0.0886	-0.73
$γ_{5}$	-0.1338	-1.47
$γ_{6}$	0.0168	0.16
$γ_{7}$	-0.0342	-0.28
$γ_{8}$	0.1840	1.92

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

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Volatility Forecasts

Volatility Forecasts