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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2914	8.23***
α ARCH Response to squared shocks	0.1488	4.25***
β GARCH Volatility persistence	0.6136	12.29***

γ₁	-0.0003	-0.01
γ₂	-0.0098	-0.14
γ₃	-0.0515	-1.10
γ₄	0.1663	3.68***
γ₅	-0.1425	-2.76***
γ₆	0.0121	0.20
γ₇	0.1021	1.62
γ₈	-0.1591	-1.80*
γ₉	0.1962	1.92*
γ₁₀	-0.1921	-2.84***

V-Lab

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