Victoria's Secret & Co AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
90.43%
decreased by 41.13%
1 Week
74.19%
decreased by 57.37%
1 Month
66.09%
decreased by 65.47%
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 | |
|---|---|---|
| 8.4737 | 20.19 | |
| 0.1136 | 10.37 | |
| 0.3408 | 15.20 | |
| 1.3050 | 3.03 |
Estimation Period:
Aug 3, 2021 to May 29, 2026
Aug 3, 2021 to May 29, 2026
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