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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hain Celestial Group Inc/The GJR-GARCH

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

Model 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

ParameterValuet-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