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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 22, 2024 to Jul 31, 2026Model 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
| Parameter | Value | t-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
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