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V-Lab

Hain Celestial Group Inc/The Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

125.25%

decreased by 23.27%

1 Week

110.95%

decreased by 37.57%

1 Month

92.16%

decreased by 56.36%

Analysis last updated: Tuesday, August 25, 2026 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hain Celestial Group Inc/The S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 20, 1994 to Aug 21, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 3 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2756
8.16***
α

ARCH

Response to squared shocks

0.1496
4.23***
β

GARCH

Volatility persistence

0.6117
12.27***
γi Spline Coefficients
K=10
γ1-0.0018
-0.04
γ2-0.0088
-0.13
γ3-0.0500
-1.07
γ40.1661
3.68***
γ5-0.1465
-2.84***
γ60.0196
0.32
γ70.0939
1.49
γ8-0.1515
-1.74*
γ90.1896
1.85*
γ10-0.1880
-2.74***

Persistence:

0.761

Half-life:

3 days