V-Lab: SoftBank Group Corp AGARCH Volatility Analysis

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V-Lab

SoftBank Group Corp AGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:36.81% (-2.14%)

Analysis last updated: Saturday, April 27, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2676	23.33
$α$	0.1287	50.30
$β$	0.8458	333.13
$γ$	0.5834	11.12

Estimation Period:
Jul 22, 1994 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts