V-Lab
Hain Celestial Group Inc/The GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
107.57%
decreased by 1.21%
1 Week
107.52%
decreased by 1.26%
1 Month
107.33%
decreased by 1.45%
Analysis last updated: Tuesday, August 25, 2026 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 20, 1994 to Aug 21, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 693 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.14 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 24.6745 | 8.16*** |
α ARCH Response to squared shocks | 0.0410 | 75.24*** |
β GARCH Volatility persistence | 0.9990 | 9,081.82*** |
ν DF Student-t tail thickness | 4.1422 | 54.30*** |
Persistence:
0.999
Half-life:
693 days
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