V-Lab: International Flavors & Fragrances Inc APARCH Volatility Analysis

V-Lab

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V-Lab

International Flavors & Fragrances Inc APARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.75% (-1.00%)

Analysis last updated: Friday, April 19, 2024 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0298	16.54
$α$	0.0541	24.18
$β$	0.9425	346.12
$γ$	0.6659	19.14
$δ$	0.8114	14.00

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts