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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3969	9.09***
α ARCH Response to squared shocks	0.1202	8.72***
β GARCH Volatility persistence	0.8194	43.56***

γ₁	0.0109	2.25**
γ₂	-0.0003	-0.05
γ₃	-0.0152	-3.31***

V-Lab

Softbank Group Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Softbank Group Corp Analyses