Skip to main content
V-Lab

Softbank Group Corp GARCH Volatility Analysis

Volatility prediction for Wednesday, August 5th, 2026

1 Day

69.31%

increased by 3.59%

1 Week

68.97%

increased by 3.25%

1 Month

67.68%

increased by 1.96%

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 GARCH

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

Volatility shocks decay with a half-life of 53 trading days, meaning a shock loses half its impact after approximately 53 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1523
14.30***
α

ARCH

Response to squared shocks

0.0888
32.39***
β

GARCH

Volatility persistence

0.8982
294.30***

Persistence:

0.987

Half-life:

53 days