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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.6089	7.60***
α ARCH Response to squared shocks	0.0054	1.69*
β GARCH Volatility persistence	0.6788	20.52***
γ leverage Additional response to negative shocks	0.2401	3.70***

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Victoria's Secret & Co GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Victoria's Secret & Co Analyses