International Flavors & Fragrances Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.79% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1718 | 25.33 | |
| 0.0460 | 17.57 | |
| 0.8337 | 219.85 | |
| 0.1279 | 15.04 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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