Victoria's Secret & Co APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
74.71%
increased by 9.57%
1 Week
72.62%
increased by 7.48%
1 Month
68.25%
increased by 3.11%
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 | |
|---|---|---|
| 1.0000 | 2.71 | |
| 0.0409 | 3.08 | |
| 0.8399 | 29.43 | |
| 0.8502 | 3.33 | |
| 1.5722 | 9.00 |
Estimation Period:
Aug 3, 2021 to May 29, 2026
Aug 3, 2021 to May 29, 2026
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