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

V-Lab

Concord Medical Services Holdings Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:81.49% (+0.17%)

Analysis last updated: Friday, July 25, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1845	11.65
$α$	0.0630	12.35
$β$	0.9061	244.35
$γ$	0.0619	4.87

Estimation Period:
Dec 11, 2009 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts