V-Lab
Softbank Group Corp MEM Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
108.50%
increased by 4.70%
1 Week
108.59%
increased by 4.79%
1 Month
108.97%
increased by 5.17%
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 2739 trading days (~10.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0529 | 8.26*** |
α ARCH Response to squared shocks | 0.0922 | 30.18*** |
β GARCH Volatility persistence | 0.9075 | 193.58*** |
Persistence:
1.000
Half-life:
2739 days
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