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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Busy Ming Group Co Ltd EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 28, 2026 to Jul 10, 2026

Model 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

ParameterValuet-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:

-