Skip to main content
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

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 Jul 31, 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 = 2.97 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

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