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 Friday, June 20th, 2025:119.28% (-10.23%)

Analysis last updated: Wednesday, June 18, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.1173	12.53
$β$	0.6968	44.25
$γ$	0.1745	10.86
$λ_{1}$	0.0939	2.29
$λ_{2}$	0.0294	4.99
$λ_{3}$	0.9683	140.11

Estimation Period:
Dec 11, 2009 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts