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 Wednesday, May 21st, 2025:97.44% (-6.37%)

Analysis last updated: Tuesday, May 20, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.1156	12.52
$β$	0.6979	44.99
$γ$	0.1782	11.09
$λ_{1}$	0.0903	2.26
$λ_{2}$	0.0293	5.07
$λ_{3}$	0.9687	144.47

Estimation Period:
Dec 11, 2009 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts