V-Lab
Hain Celestial Group Inc/The Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 5th, 2026
1 Day
75.51%
decreased by 2.26%
1 Week
80.88%
increased by 3.11%
1 Month
86.64%
increased by 8.87%
Analysis last updated: Friday, October 2, 2026 at 10:37 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 20, 1994 to Oct 2, 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
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.2806 | 8.17*** |
| αARCH | 0.1505 | 4.01*** |
| βGARCH | 0.6156 | 11.86*** |
Spline Coefficients
K=10
| γ1 | -0.0041 | -0.09 |
| γ2 | -0.0063 | -0.09 |
| γ3 | -0.0493 | -1.06 |
| γ4 | 0.1660 | 3.70*** |
| γ5 | -0.1525 | -2.95*** |
| γ6 | 0.0325 | 0.52 |
| γ7 | 0.0607 | 1.00 |
| γ8 | -0.0799 | -1.29 |
| γ9 | 0.1081 | 1.50 |
| γ10 | -0.1431 | -2.59*** |
0.766
Persistence3d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2806 | 8.17*** |
α ARCH Response to squared shocks | 0.1505 | 4.01*** |
β GARCH Volatility persistence | 0.6156 | 11.86*** |
Spline Coefficients
K=10
| γ1 | -0.0041 | -0.09 |
| γ2 | -0.0063 | -0.09 |
| γ3 | -0.0493 | -1.06 |
| γ4 | 0.1660 | 3.70*** |
| γ5 | -0.1525 | -2.95*** |
| γ6 | 0.0325 | 0.52 |
| γ7 | 0.0607 | 1.00 |
| γ8 | -0.0799 | -1.29 |
| γ9 | 0.1081 | 1.50 |
| γ10 | -0.1431 | -2.59*** |
Persistence:
0.766
Half-life:
3 days
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