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V-Lab

Ming Shing Group Holding Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

122.25%

decreased by 15.62%

1 Week

147.93%

increased by 10.06%

1 Month

167.34%

increased by 29.47%

Analysis last updated: Tuesday, August 25, 2026 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Ming Shing Group Holding Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 22, 2024 to Aug 21, 2026

Model 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 = 2.90 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

120.8166
3.28***
α

ARCH

Response to squared shocks

0.2007
3.96***
β

GARCH

Volatility persistence

0.6980
7.44***
ν

DF

Student-t tail thickness

2.9000
3.78***

Persistence:

0.698

Half-life:

2 days