V-Lab: Jupai Holdings Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

Jupai Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, August 22nd, 2025:1,104.76% (-142.07%)

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
$ω$	113.8954	9.61
$α$	0.1092	74.11
$β$	0.9974	3,763.67
$ν$	3.1792	130.72

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