V-Lab: Jupai Holdings Ltd GJR-GARCH Volatility Analysis

V-Lab

Jupai Holdings Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, August 22nd, 2025:2,254.56% (-40.62%)

Analysis last updated: Friday, August 22, 2025 at 01:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1923	3.40
$α$	0.0150	1.99
$β$	0.9649	230.34
$γ$	0.0401	2.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts