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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

Date Range:

from

to

6M ·

1Y ·

All

graph of Ming Shing Group Holding Ltd APARCH

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

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

ParameterValuet-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