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

V-Lab

Jupai Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, August 22nd, 2025:723.50% (-184.07%)

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
$ω$	1.4116	1.69
$α$	0.4435	6.57
$β$	0.5556	8.20
$γ_{1}$	-0.7928	-0.54
$γ_{2}$	2.7555	1.25
$γ_{3}$	-3.6372	-2.90
$γ_{4}$	2.4997	1.86
$γ_{5}$	-2.1949	-1.11
$γ_{6}$	4.8967	2.69
$γ_{7}$	-6.5279	-2.59
$γ_{8}$	3.1703	1.01
$γ_{9}$	0.2046	0.06

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts