V-Lab
Ming Shing Group Holding Ltd GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
117.61%
increased by 4.46%
1 Week
122.06%
increased by 8.91%
1 Month
134.13%
increased by 20.98%
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 13 trading days, meaning a shock loses half its impact after approximately 13 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 4.20*** |
α ARCH Response to squared shocks | 0.0815 | 6.44*** |
β GARCH Volatility persistence | 0.8680 | 53.15*** |
Persistence:
0.949
Half-life:
13 days
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