V-Lab
Softbank Group Corp AGARCH Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
60.75%
decreased by 3.59%
1 Week
60.49%
decreased by 3.85%
1 Month
59.57%
decreased by 4.77%
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
The news-impact curve is shifted (γ = 0.43) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2047 | 14.27*** |
α ARCH Response to squared shocks | 0.1097 | 39.54*** |
β GARCH Volatility persistence | 0.8706 | 293.22*** |
γ leverage Additional response to negative shocks | 0.4328 | 8.37*** |
Persistence:
0.980
Half-life:
35 days
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