FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.0186	10.22
$α$	0.0179	11.36
$β$	0.9672	614.13
$γ$	0.0270	9.82

V-Lab

Capita PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:35.37% (-0.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capita PLC Analyses