V-Lab: Concord Medical Services Holdings Ltd MF2-GARCH Volatility Analysis

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V-Lab

Concord Medical Services Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:132.37% (-19.70%)

Analysis last updated: Wednesday, May 8, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.1096	13.64
$β$	0.6742	59.50
$γ$	0.2519	15.37
$λ_{1}$	0.1221	2.65
$λ_{2}$	0.0278	4.78
$λ_{3}$	0.9682	140.37

Estimation Period:
Dec 11, 2009 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts