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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	0.1011	17.92***
β GARCH Volatility persistence	0.8565	163.07***
γ leverage Additional response to negative shocks	0.0599	7.40***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.41
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.5406	0.46

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