Victoria's Secret & Co EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
89.06%
increased by 6.12%
1 Week
81.72%
decreased by 1.22%
1 Month
71.04%
decreased by 11.90%
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 | |
|---|---|---|
| 0.4359 | 6.04 | |
| 0.1578 | 8.44 | |
| 0.8433 | 33.05 | |
| -0.0790 | -4.79 |
Estimation Period:
Aug 3, 2021 to May 29, 2026
Aug 3, 2021 to May 29, 2026
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