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 8th, 2025:28.65% (+3.27%)

Analysis last updated: Saturday, December 6, 2025 at 12:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8123	2.12
$α$	0.1659	4.93
$β$	0.6607	10.43
$γ_{1}$	0.4169	1.55
$γ_{2}$	-0.7168	-1.85
$γ_{3}$	0.4616	2.21
$γ_{4}$	-0.0928	-0.76
$γ_{5}$	-0.1308	-1.45
$γ_{6}$	0.0160	0.15
$γ_{7}$	-0.0332	-0.27
$γ_{8}$	0.1862	1.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts