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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 22, 2024 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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