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

V-Lab

Concord Medical Services Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:88.52% (+3.01%)

Analysis last updated: Friday, July 25, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.1197	12.57
$β$	0.6943	43.01
$γ$	0.1697	10.57
$λ_{1}$	0.0995	2.30
$λ_{2}$	0.0303	4.86
$λ_{3}$	0.9671	131.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts