Victoria's Secret & Co GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 25th, 2026
1 Day
58.74%
increased by 0.02%
1 Week
60.22%
increased by 1.50%
1 Month
62.01%
increased by 3.29%
Analysis last updated: Wednesday, June 24, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 15.7010 | 8.23 | |
| 0.0625 | 2.69 | |
| 0.7841 | 36.99 | |
| 5.4595 | 0.70 |
Estimation Period:
Aug 3, 2021 to Jun 18, 2026
Aug 3, 2021 to Jun 18, 2026
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