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V-Lab

Hain Celestial Group Inc/The GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

89.31%

decreased by 2.99%

1 Week

89.29%

decreased by 3.01%

1 Month

89.22%

decreased by 3.08%

Analysis last updated: Friday, July 10, 2026 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hain Celestial Group Inc/The GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 20, 1994 to Jul 10, 2026
Boundary Parameters

Model 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 = 4.15 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

24.7036
8.14***
α

ARCH

Response to squared shocks

0.0412
75.00***
β

GARCH

Volatility persistence

0.9990
9,081.82***
ν

DF

Student-t tail thickness

4.1540
53.29***

Persistence:

0.999

Half-life:

693 days