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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.6442	7.56***
α ARCH Response to squared shocks	0.0052	1.61
β GARCH Volatility persistence	0.6771	20.41***
γ leverage Additional response to negative shocks	0.2440	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