KeyError: 'GTAV_DIR'

PS C:\Workspace\universe-windows-envs\vnc-gtav> [Environment]::SetEnvironmentVariable("GTAV_DIR", "C:\Program Files\Rock
star Games\Grand Theft Auto V", "User")
PS C:\Workspace\universe-windows-envs\vnc-gtav>
PS C:\Workspace\universe-windows-envs\vnc-gtav> python install.py
Traceback (most recent call last):
  File "install.py", line 20, in <module>
    GTAV_DIR = os.environ['GTAV_DIR']
  File "C:\Python27\lib\os.py", line 425, in __getitem__
    return self.data[key.upper()]
KeyError: 'GTAV_DIR'