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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0159	4.38***
α ARCH Response to squared shocks	0.0472	11.75***
β GARCH Volatility persistence	0.9360	305.88***
γ leverage Additional response to negative shocks	0.0336	4.73***

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Victoria's Secret & Co Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Victoria's Secret & Co Analyses