V-Lab
Ming Shing Group Holding Ltd APARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
127.69%
increased by 30.90%
1 Week
145.42%
increased by 48.63%
1 Month
160.99%
increased by 64.20%
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
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 21% more than equivalent positive returns. 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.
σ
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 3.86*** |
α ARCH Response to squared shocks | 0.2167 | 7.41*** |
β GARCH Volatility persistence | 0.5142 | 9.11*** |
γ leverage Additional response to negative shocks | 0.1901 | 2.09** |
δ power Transformation power | 0.5000 | 5.67*** |
Persistence:
0.692
Half-life:
2 days
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