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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Softbank Group Corp EGARCH

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 30% more than equivalent positive returns.

σ

EGARCH Model

Tap to view equation

ParameterValuet-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