Jupai Holdings Ltd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, April 28th, 2026
1 Day
2,450.04%
decreased by 42.41%
1 Week
2,450.06%
decreased by 42.39%
1 Month
2,450.14%
decreased by 42.31%
Analysis last updated: Tuesday, April 28, 2026 at 12:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1942 | 3.15 | |
| 0.0142 | 1.80 | |
| 0.9660 | 240.23 | |
| 0.0397 | 2.27 |
Estimation Period:
Jul 16, 2015 to Mar 20, 2026
Jul 16, 2015 to Mar 20, 2026
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