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V-Lab

Ming Shing Group Holding Ltd GJR-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

134.58%

decreased by 2.84%

1 Week

135.99%

decreased by 1.43%

1 Month

139.83%

increased by 2.41%

Analysis last updated: Tuesday, August 25, 2026 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Ming Shing Group Holding Ltd GJR-GARCH

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

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 245% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
2.78***
α

ARCH

Response to squared shocks

0.0224
2.24**
β

GARCH

Volatility persistence

0.8919
46.56***
γ

leverage

Additional response to negative shocks

0.0547
1.99**

Persistence:

0.942

Half-life:

12 days