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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	0.0948	17.58***
β GARCH Volatility persistence	0.8624	165.65***
γ leverage Additional response to negative shocks	0.0574	7.35***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.22
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.4658	0.19

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Hain Celestial Group Inc/The MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hain Celestial Group Inc/The Analyses