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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2929	8.25***
α ARCH Response to squared shocks	0.1476	4.23***
β GARCH Volatility persistence	0.6097	12.10***

γ₁	-0.0007	-0.02
γ₂	-0.0093	-0.13
γ₃	-0.0519	-1.12
γ₄	0.1672	3.72***
γ₅	-0.1439	-2.81***
γ₆	0.0138	0.23
γ₇	0.1002	1.60
γ₈	-0.1567	-1.79*
γ₉	0.1920	1.90*
γ₁₀	-0.1873	-2.80***

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hain Celestial Group Inc/The Analyses