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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 16, 2000 to Jul 31, 2026Model 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
| Parameter | Value | t-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
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