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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0972	17.87***
β GARCH Volatility persistence	0.8625	165.27***
γ leverage Additional response to negative shocks	0.0534	6.76***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.24
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.4805	0.22

V-Lab

Hain Celestial Group Inc/The MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hain Celestial Group Inc/The Analyses