V-Lab: Concord Medical Services Holdings Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Concord Medical Services Holdings Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:132.50% (-1.63%)

Analysis last updated: Friday, April 26, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2791	9.27
$α$	0.1297	24.31
$β$	0.8555	190.71
$γ$	0.1004	6.09
$δ$	2.2390	25.56

Estimation Period:
Dec 11, 2009 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts