Skip to main content
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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Softbank Group Corp AGARCH

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

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

ParameterValuet-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