V-Lab: Concord Medical Services Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Concord Medical Services Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:115.23% (-5.30%)

Analysis last updated: Tuesday, November 11, 2025 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6194	3.14
$α$	0.1830	4.86
$β$	0.7038	11.09
$γ_{1}$	-0.1418	-0.52
$γ_{2}$	0.3903	1.05
$γ_{3}$	-0.6274	-2.69
$γ_{4}$	0.8396	3.33
$γ_{5}$	-0.6669	-2.31
$γ_{6}$	0.1178	0.38
$γ_{7}$	0.2371	0.90
$γ_{8}$	-0.2458	-1.54

Estimation Period:
Dec 11, 2009 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts