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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5775	9.00***
α ARCH Response to squared shocks	0.2460	9.73***
β GARCH Volatility persistence	0.7982	36.54***
γ leverage Additional response to negative shocks	-0.1143	-5.94***

V-Lab

Victoria's Secret & Co EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Victoria's Secret & Co Analyses