V-Lab
Ming Shing Group Holding Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
164.24%
increased by 40.01%
1 Week
167.69%
increased by 43.46%
1 Month
170.61%
increased by 46.38%
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
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days. Returns follow a Student-t distribution with v = 2.97 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 117.0398 | 3.38*** |
α ARCH Response to squared shocks | 0.1989 | 3.82*** |
β GARCH Volatility persistence | 0.6907 | 7.39*** |
ν DF Student-t tail thickness | 2.9672 | 3.43*** |
Persistence:
0.691
Half-life:
2 days
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