V-Lab: Jupai Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Jupai Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:494.13% (-63.04%)

Analysis last updated: Friday, December 5, 2025 at 12:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4146	1.64
$α$	0.4722	7.75
$β$	0.5268	8.62
$γ_{1}$	-0.6861	-0.48
$γ_{2}$	2.5687	1.20
$γ_{3}$	-3.5100	-2.85
$γ_{4}$	2.4149	1.83
$γ_{5}$	-2.1119	-1.09
$γ_{6}$	4.8146	2.80
$γ_{7}$	-6.4530	-2.93
$γ_{8}$	3.1125	1.30
$γ_{9}$	0.0982	0.07

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts