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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	15.6815	0.14
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9987	0.91
ν DF Student-t tail thickness	5.2200	0.11

V-Lab

Victoria's Secret & Co GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Victoria's Secret & Co Analyses