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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0537	7.46***
α ARCH Response to squared shocks	0.0916	15.74***
β GARCH Volatility persistence	0.9051	249.13***
γ leverage Additional response to negative shocks	0.0826	5.15***
δ power Transformation power	2.0763	16.91***

V-Lab

Softbank Group Corp Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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