Victoria's Secret & Co GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
133.32%
decreased by 19.94%
1 Week
110.72%
decreased by 42.54%
1 Month
80.89%
decreased by 72.37%
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 | |
|---|---|---|
| 4.1526 | 6.62 | |
| 0.0787 | 6.41 | |
| 0.6616 | 14.30 |
Estimation Period:
Aug 3, 2021 to May 29, 2026
Aug 3, 2021 to May 29, 2026
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