Concord Medical Services Holdings Ltd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, April 29th, 2026
1 Day
53.08%
decreased by 1.85%
1 Week
53.94%
decreased by 0.99%
1 Month
57.25%
increased by 2.32%
Analysis last updated: Tuesday, April 28, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1829 | 11.95 | |
| 0.0626 | 12.58 | |
| 0.9071 | 253.03 | |
| 0.0606 | 4.83 |
Estimation Period:
Dec 11, 2009 to Apr 17, 2026
Dec 11, 2009 to Apr 17, 2026
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