Victoria's Secret & Co GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 25th, 2026
1 Day
56.73%
decreased by 1.47%
1 Week
60.85%
increased by 2.65%
1 Month
66.10%
increased by 7.90%
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 | |
|---|---|---|
| 3.6304 | 7.55 | |
| 0.0054 | 1.68 | |
| 0.6777 | 20.51 | |
| 0.2479 | 3.71 |
Estimation Period:
Aug 3, 2021 to Jun 18, 2026
Aug 3, 2021 to Jun 18, 2026
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