Busy Ming Group Co Ltd AGARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
51.23%
decreased by 0.08%
1 Week
59.46%
increased by 8.15%
1 Month
61.76%
increased by 10.45%
Analysis last updated: Tuesday, July 14, 2026 at 06:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 28, 2026 to Jul 10, 2026Model Insight
The news-impact curve is shifted (γ = 1.06) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 10.4072 | 18.58*** |
α ARCH Response to squared shocks | 0.3057 | 9.72*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | 1.0622 | 4.23*** |
Persistence:
0.306
Half-life:
1 days
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