V-Lab: Jupai Holdings Ltd APARCH Volatility Analysis

V-Lab

Jupai Holdings Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, August 22nd, 2025:2,546.63% (-33.47%)

Analysis last updated: Friday, August 22, 2025 at 01:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3762	1.76
$α$	0.0220	3.14
$β$	0.9616	253.12
$γ$	0.1773	3.86
$δ$	3.0000	5.24

Estimation Period:
Jul 16, 2015 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts