V-Lab: International Flavors & Fragrances Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

International Flavors & Fragrances Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.88% (-0.56%)

Analysis last updated: Friday, April 26, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0467	13.30
$β$	0.7693	104.25
$γ$	0.1191	18.26
$λ_{1}$	0.0158	1.82
$λ_{2}$	0.0241	3.19
$λ_{3}$	0.9702	98.46

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts