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 Monday, December 15th, 2025:27.99% (+3.05%)

Analysis last updated: Friday, December 12, 2025 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8131	2.12
$α$	0.1657	4.94
$β$	0.6614	10.47
$γ_{1}$	0.4170	1.55
$γ_{2}$	-0.7170	-1.85
$γ_{3}$	0.4617	2.21
$γ_{4}$	-0.0928	-0.76
$γ_{5}$	-0.1310	-1.45
$γ_{6}$	0.0163	0.16
$γ_{7}$	-0.0339	-0.28
$γ_{8}$	0.1862	1.98

Estimation Period:
Feb 8, 2005 to Dec 12, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts