International Flavors & Fragrances Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.13% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1729 | 25.37 | |
| 0.0456 | 17.40 | |
| 0.8329 | 218.61 | |
| 0.1292 | 15.18 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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