Victoria's Secret & Co GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
76.53%
increased by 13.04%
1 Week
72.91%
increased by 9.42%
1 Month
67.32%
increased by 3.83%
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 | |
|---|---|---|
| 2.9320 | 7.78 | |
| 0.0000 | 0.00 | |
| 0.7490 | 26.95 | |
| 0.1391 | 5.25 |
Estimation Period:
Aug 3, 2021 to May 29, 2026
Aug 3, 2021 to May 29, 2026
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