International Flavors & Fragrances Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.84% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 13.50 | |
| 0.1219 | 32.09 | |
| 0.9692 | 586.35 | |
| -0.0650 | -14.75 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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