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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8748	8.61***
α ARCH Response to squared shocks	0.0899	1.77*
β GARCH Volatility persistence	0.6557	4.25***

V-Lab

Victoria's Secret & Co Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Victoria's Secret & Co Analyses