What variable can I use which I can set its set of values?

You need to create an enum, one with those three items or states.

public enum GameResult {
  WIN, LOSE, TIE
}

Thus if you create a GameResult variable, it can have only one of four possible states, null or one of the three states above:

private GameResult gameResult;  // at present it is null

// later in your code:
gameResult = GameResult.WIN;

Note also that enums can have fields and methods which can be quite useful as well.

e.g.,

public enum GameResult {
  WIN(1), LOSE(-1), TIE(0);

  private int score;
  // a private constructor!
  private GameResult(int score) {
     this.score = score;
  }

  public int getScore() {
     return score;
  }
}