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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 22, 2024 to Aug 21, 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 = 2.90 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 | 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
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