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, August 25th, 2025:72.61% (-2.21%)

Analysis last updated: Friday, August 22, 2025 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.1183	12.54
$β$	0.6944	43.06
$γ$	0.1723	10.77
$λ_{1}$	0.0966	2.35
$λ_{2}$	0.0297	4.96
$λ_{3}$	0.9678	138.25

Estimation Period:
Dec 11, 2009 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts