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V-Lab

Softbank Group Corp APARCH Volatility Analysis

Volatility prediction for Wednesday, August 5th, 2026

1 Day

72.68%

increased by 2.59%

1 Week

72.31%

increased by 2.22%

1 Month

70.96%

increased by 0.87%

Analysis last updated: Wednesday, August 5, 2026 at 06:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Softbank Group Corp APARCH

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

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 42% more than equivalent positive returns. The volatility power δ = 1.47 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1068
11.49***
α

ARCH

Response to squared shocks

0.1076
33.05***
β

GARCH

Volatility persistence

0.8924
269.94***
γ

leverage

Additional response to negative shocks

0.1185
7.29***
δ

power

Transformation power

1.4738
29.15***

Persistence:

0.985

Half-life:

45 days