Victoria's Secret & Co Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 5th, 2026
1 Day
82.19%
increased by 7.25%
1 Week
82.24%
increased by 7.30%
1 Month
82.43%
increased by 7.49%
Analysis last updated: Thursday, June 4, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 4.07 | |
| 0.0431 | 11.11 | |
| 0.9393 | 314.15 | |
| 0.0352 | 4.92 |
Estimation Period:
Aug 3, 2021 to May 29, 2026
Aug 3, 2021 to May 29, 2026
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