V-Lab
Capita PLC AGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:57.95% (-0.68%)
Analysis last updated: Thursday, April 18, 2024 at 05:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 2.69 | |
| 0.0343 | 20.84 | |
| 0.9637 | 517.57 | |
| 0.5637 | 5.60 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024