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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Softbank Group Corp AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 16, 2000 to Jul 31, 2026

Model 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

ParameterValuet-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