International Flavors & Fragrances Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
27.90%
decreased by 1.29%
1 Week
27.94%
decreased by 1.25%
1 Month
28.06%
decreased by 1.13%
Analysis last updated: Tuesday, June 16, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1564 | 22.87 | |
| 0.0428 | 18.00 | |
| 0.8459 | 225.57 | |
| 0.1244 | 14.81 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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