Busy Ming Group Co Ltd GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
57.75%
decreased by 0.84%
1 Week
59.69%
increased by 1.10%
1 Month
61.19%
increased by 2.60%
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
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 3.68*** |
α ARCH Response to squared shocks | 0.1783 | 6.11*** |
β GARCH Volatility persistence | 0.4912 | 4.90*** |
Persistence:
0.670
Half-life:
2 days
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