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 Friday, June 20th, 2025:120.21% (-3.69%)

Analysis last updated: Wednesday, June 18, 2025 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7379	3.34
$α$	0.1770	4.80
$β$	0.7053	11.38
$γ_{1}$	0.4601	1.06
$γ_{2}$	-0.7735	-1.21
$γ_{3}$	0.7503	1.59
$γ_{4}$	-1.1669	-2.77
$γ_{5}$	1.6308	3.62
$γ_{6}$	-1.3677	-2.62
$γ_{7}$	0.5816	1.19
$γ_{8}$	-0.3472	-0.92
$γ_{9}$	0.5765	1.61
$γ_{10}$	-0.5531	-2.01

Estimation Period:
Dec 11, 2009 to Jun 18, 2025

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Volatility Forecasts

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