V-Lab
Softbank Group Corp Asy. MEM Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
105.21%
increased by 3.29%
1 Week
105.30%
increased by 3.38%
1 Month
105.63%
increased by 3.71%
Analysis last updated: Wednesday, August 5, 2026 at 06:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 16, 2000 to Jul 31, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 1612 trading days (~6.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Leverage: Negative returns increase volatility 44% more than positive returns
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0535 | 8.12*** |
α ARCH Response to squared shocks | 0.0764 | 7.34*** |
β GARCH Volatility persistence | 0.9063 | 198.63*** |
γ leverage Additional response to negative shocks | 0.0336 | 2.31** |
Persistence:
1.000
Half-life:
1612 days
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