Victoria's Secret & Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:63.73% (+1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.1757 | 9.91 | |
| 0.0676 | 3.03 | |
| 0.7697 | 31.64 | |
| 5.9480 | 0.70 |
Estimation Period:
Aug 3, 2021 to Feb 6, 2026
Aug 3, 2021 to Feb 6, 2026
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