V-Lab
Ming Shing Group Holding Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
133.51%
increased by 23.94%
1 Week
142.00%
increased by 32.43%
1 Month
147.93%
increased by 38.36%
Analysis last updated: Thursday, August 6, 2026 at 12:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 22, 2024 to Jul 31, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 2 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2631 | 3.83*** |
α ARCH Response to squared shocks | 0.3539 | 2.57** |
β GARCH Volatility persistence | 0.2917 | 2.12** |
Spline Coefficients
K=1
| γ1 | 0.1368 | 0.81 |
Persistence:
0.646
Half-life:
2 days
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