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Water is the best cleanser for your hair. Once you're done playing Holi, just stand under the shower for sometime without applying shampoo.
Shampooing your hair isn't a challenge but when your hair is drenched in chemical-filled colours, it can get troublesome. Hence, make sure to use a gentle shampoo which is not harsh on your hair.
A lot of chemicals in the Holi colours can make your hair dry. Therefore, once you're done rinsing your hair, apply some conditioner and let it stay for 3-5 minutes before washing.