Skip to main content
V-Lab

Ming Shing Group Holding Ltd GJR-GARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

111.52%

increased by 2.22%

1 Week

116.35%

increased by 7.05%

1 Month

129.06%

increased by 19.76%

Analysis last updated: Wednesday, August 5, 2026 at 09:31 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 Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 12 trading days, meaning a shock loses half its impact after approximately 12 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
2.76***
α

ARCH

Response to squared shocks

0.0527
3.06***
β

GARCH

Volatility persistence

0.8565
47.64***
γ

leverage

Additional response to negative shocks

0.0726
1.81*

Persistence:

0.945

Half-life:

12 days