Busy Ming Group Co Ltd EGARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
58.82%
increased by 11.10%
1 Week
59.61%
increased by 11.89%
1 Month
59.73%
increased by 12.01%
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
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 150% more than equivalent positive returns.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.1295 | 16.33*** |
α ARCH Response to squared shocks | 0.4763 | 11.09*** |
β GARCH Volatility persistence | -0.1802 | -2.62*** |
γ leverage Additional response to negative shocks | -0.2038 | -5.03*** |
Persistence:
-0.180
Half-life:
-
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