V-Lab
Hain Celestial Group Inc/The GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
61.38%
decreased by 1.93%
1 Week
61.55%
decreased by 1.76%
1 Month
62.16%
decreased by 1.15%
Analysis last updated: Wednesday, August 5, 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 Jul 31, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 56% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2494 | 17.60*** |
α ARCH Response to squared shocks | 0.0914 | 15.03*** |
β GARCH Volatility persistence | 0.8691 | 207.37*** |
γ leverage Additional response to negative shocks | 0.0513 | 6.16*** |
Persistence:
0.986
Half-life:
50 days
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