Capita PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:2,886.14% (-127.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8302 | 19.05 | |
| 0.0543 | 178.10 | |
| 0.9989 | 16,376.10 | |
| 2.0001 | 20,001,310.00 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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