'Glycerols have backbone made up of long hydrocarbon chains, these hydrocarbon compounds are nonpolar in nature and they are significantly repulsive to to polar water molecules. That's why Glycerol are hydrophobia in nature.
Shall I cite from the link provided by Ali A. Al-Allaq: "...low solubility of highly hydrophobic compounds and gases in glycerol..." because it is hydrophilic. It may form hydrophobic derivatives though.
Glycerol has no long backbone either, it contains only 3 carbons while each bears a highly hydrophilic hydroxyl group. That makes the whole molecule hydrophilic.