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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8855	8.74***
α ARCH Response to squared shocks	0.0924	1.81*
β GARCH Volatility persistence	0.6568	4.47***

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