Victoria's Secret & Co Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, June 25th, 2026
1 Day
64.98%
decreased by 0.35%
1 Week
67.57%
increased by 2.24%
1 Month
70.21%
increased by 4.88%
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 | |
|---|---|---|
| 0.8660 | 8.43 | |
| 0.0890 | 1.75 | |
| 0.6569 | 4.16 | |
| -0.0149 | -1.09 |
Estimation Period:
Aug 3, 2021 to Jun 18, 2026
Aug 3, 2021 to Jun 18, 2026
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