V-Lab
Softbank Group Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, September 11th, 2026
1 Day
72.56%
1 Week
72.41%
1 Month
71.85%
Analysis last updated: Friday, September 11, 2026 at 06:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 16, 2000 to Sep 4, 2026Model Insight
With persistence 0.993, volatility shocks have a half-life of 100 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.73 degrees of freedom, capturing fatter tails than a normal distribution.
GAS-GARCH-T Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 14.7467 | 1.15 |
| αARCH | 0.0779 | 10.99*** |
| βGARCH | 0.9931 | 168.83*** |
| νDF | 5.7282 | 2.66*** |
0.993
Persistence100d
Half-lifeGAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 14.7467 | 1.15 |
α ARCH Response to squared shocks | 0.0779 | 10.99*** |
β GARCH Volatility persistence | 0.9931 | 168.83*** |
ν DF Student-t tail thickness | 5.7282 | 2.66*** |
Persistence:
0.993
Half-life:
100 days
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