Victoria's Secret & Co Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
130.19%
decreased by 17.45%
1 Week
109.59%
decreased by 38.05%
1 Month
81.92%
decreased by 65.72%
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 | |
|---|---|---|
| 0.8949 | 6.88 | |
| 0.0690 | 1.49 | |
| 0.6800 | 3.19 | |
| -0.0228 | -0.48 |
Estimation Period:
Aug 3, 2021 to May 29, 2026
Aug 3, 2021 to May 29, 2026
Other Victoria's Secret & Co Analyses
Other Spline-GARCH Analyses on Equities