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	param	t-stat
$ω$	0.1150	24.16
$α$	0.2423	39.26
$β$	0.9448	341.20
$γ$	-0.0495	-8.23

V-Lab

Capita PLC EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:47.97% (-2.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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