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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

Date Range:

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to

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graph of Softbank Group Corp MEM

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 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

ParameterValuet-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