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

V-Lab

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

Volatility Prediction for Monday, August 25th, 2025:95.83% (-1.85%)

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
$ω$	0.7205	3.29
$α$	0.1726	4.71
$β$	0.7111	11.12
$γ_{1}$	0.3913	0.91
$γ_{2}$	-0.6459	-1.02
$γ_{3}$	0.6226	1.31
$γ_{4}$	-1.0256	-2.37
$γ_{5}$	1.5157	3.31
$γ_{6}$	-1.3139	-2.51
$γ_{7}$	0.5298	1.05
$γ_{8}$	-0.2209	-0.58
$γ_{9}$	0.3987	1.26
$γ_{10}$	-0.4206	-1.78

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts