V-Lab
Softbank Group Corp EGARCH Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
76.79%
increased by 2.52%
1 Week
76.11%
increased by 1.84%
1 Month
73.78%
decreased by 0.49%
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 30% more than equivalent positive returns.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0534 | 17.27*** |
α ARCH Response to squared shocks | 0.1998 | 38.94*** |
β GARCH Volatility persistence | 0.9801 | 789.17*** |
γ leverage Additional response to negative shocks | -0.0257 | -5.25*** |
Persistence:
0.980
Half-life:
35 days
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