Victoria's Secret & Co 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
81.97%
increased by 5.97%
1 Week
82.03%
increased by 6.03%
1 Month
82.24%
increased by 6.24%
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 | |
|---|---|---|
| 0.0174 | 2.01 | |
| 0.0718 | 16.75 | |
| 0.9282 | 278.14 |
Estimation Period:
Aug 3, 2021 to May 29, 2026
Aug 3, 2021 to May 29, 2026
Other Victoria's Secret & Co Analyses
Other MEM Analyses on Equities