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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

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 31, 2026

Model 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

ParameterValuet-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