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

V-Lab

| |

V-Lab

SoftBank Group Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:31.64% (-1.32%)

Analysis last updated: Saturday, May 4, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7874	6.67
$α$	0.1262	9.81
$β$	0.8204	50.74
$γ_{1}$	-0.0279	-5.01
$γ_{2}$	0.0412	5.02
$γ_{3}$	-0.0160	-3.70

Estimation Period:
Jul 22, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts