V-Lab
Ming Shing Group Holding Ltd Asy. Power MEM Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
165.65%
increased by 25.99%
1 Week
171.08%
increased by 31.42%
1 Month
175.97%
increased by 36.31%
Analysis last updated: Wednesday, August 5, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 22, 2024 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 4.01*** |
α ARCH Response to squared shocks | 0.2494 | 9.46*** |
β GARCH Volatility persistence | 0.4964 | 9.19*** |
γ leverage Additional response to negative shocks | -0.0703 | -1.07 |
δ power Transformation power | 0.5000 | 6.38*** |
Persistence:
0.701
Half-life:
2 days
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