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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 20, 1994 to Aug 21, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=10
| γ1 | -0.0018 | -0.04 |
| γ2 | -0.0088 | -0.13 |
| γ3 | -0.0500 | -1.07 |
| γ4 | 0.1661 | 3.68*** |
| γ5 | -0.1465 | -2.84*** |
| γ6 | 0.0196 | 0.32 |
| γ7 | 0.0939 | 1.49 |
| γ8 | -0.1515 | -1.74* |
| γ9 | 0.1896 | 1.85* |
| γ10 | -0.1880 | -2.74*** |
Persistence:
0.761
Half-life:
3 days
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