Hain Celestial Group Inc/The GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
71.07%
decreased by 4.42%
1 Week
70.94%
decreased by 4.55%
1 Month
70.48%
decreased by 5.01%
Analysis last updated: Friday, July 10, 2026 at 10:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 20, 1994 to Jul 10, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 62% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2506 | 17.79*** |
α ARCH Response to squared shocks | 0.0890 | 14.99*** |
β GARCH Volatility persistence | 0.8693 | 207.21*** |
γ leverage Additional response to negative shocks | 0.0549 | 6.80*** |
Persistence:
0.986
Half-life:
48 days
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