Victoria's Secret & Co Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
133.08%
decreased by 18.15%
1 Week
112.25%
decreased by 38.98%
1 Month
84.65%
decreased by 66.58%
Analysis last updated: Thursday, June 4, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9208 | 9.84 | |
| 0.0725 | 1.54 | |
| 0.6741 | 3.29 | |
| -0.0084 | -0.81 |
Estimation Period:
Aug 3, 2021 to May 29, 2026
Aug 3, 2021 to May 29, 2026
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