Set the lathe spindle to it"s lowest speed. This should keep it from turning. Open the jaws on the chuck half way and place the end of a 3/4 to 1 inch bar of steel across two of the jaws. Give the other end of the steel bar a good wack. It should come loose if the chuck is threaded on.
Please post a picture of the chuck mounted on the spindle. I do not think any of the newer Chinese lathe have thread on chucks. It would come off if the spindle was revered.
This is what we would do years ago with the old Southbend Lathes; but use a block of wood and a hammer on the jaw. Off it comes.