V-Lab
Softbank Group Corp Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
70.67%
increased by 5.13%
1 Week
70.29%
increased by 4.75%
1 Month
69.28%
increased by 3.74%
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 model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 10 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.1820 | 11.83*** |
α ARCH Response to squared shocks | 0.1200 | 8.58*** |
β GARCH Volatility persistence | 0.8157 | 42.25*** |
Spline Coefficients
K=1
| γ1 | 0.0081 | 8.78*** |
Persistence:
0.936
Half-life:
10 days
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