Victoria's Secret & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.30% (+4.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8536 | 7.62 | |
| 0.0000 | 0.00 | |
| 0.7490 | 26.81 | |
| 0.1520 | 5.03 |
Estimation Period:
Aug 3, 2021 to Feb 6, 2026
Aug 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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