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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Softbank Group Corp SGARCH

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 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ10.0081
8.78***

Persistence:

0.936

Half-life:

10 days