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 Wednesday, May 15th, 2024:104.72% (-6.40%)

Analysis last updated: Tuesday, May 14, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.1095	13.59
$β$	0.6735	58.96
$γ$	0.2513	15.35
$λ_{1}$	0.1217	2.64
$λ_{2}$	0.0278	4.79
$λ_{3}$	0.9682	139.75

Estimation Period:
Dec 11, 2009 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts