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V-Lab

Ming Shing Group Holding Ltd AGARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

102.09%

decreased by 7.30%

1 Week

124.19%

increased by 14.80%

1 Month

152.25%

increased by 42.86%

Analysis last updated: Thursday, August 6, 2026 at 12:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Ming Shing Group Holding Ltd AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 22, 2024 to Jul 31, 2026

Model Insight

The news-impact curve is shifted (γ = 3.42) 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

15.0000
7.01***
α

ARCH

Response to squared shocks

0.3094
12.30***
β

GARCH

Volatility persistence

0.5237
41.33***
γ

leverage

Additional response to negative shocks

3.4205
5.86***

Persistence:

0.833

Half-life:

4 days