V-Lab: SoftBank Group Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

SoftBank Group Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:37.13% (+0.57%)

Analysis last updated: Sunday, April 28, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7865	6.67
$α$	0.1263	9.82
$β$	0.8202	50.66
$γ_{1}$	-0.0280	-5.01
$γ_{2}$	0.0414	5.02
$γ_{3}$	-0.0161	-3.72

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts