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	param	t-stat
$ω$	0.1147	24.14
$α$	0.2417	39.23
$β$	0.9449	341.85
$γ$	-0.0493	-8.21

V-Lab

Capita PLC EGARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:40.74% (-2.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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