V-Lab: Jupai Holdings Ltd MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Jupai Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:2,124.98% (-70.06%)

Analysis last updated: Tuesday, November 11, 2025 at 02:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.4095	2.02
$γ$	0.1862	0.95
$λ_{1}$	8.3910	0.29
$λ_{2}$	1.0000	0.61
$λ_{3}$	0.0000	0.00

Estimation Period:
Jul 16, 2015 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts