Capita PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.60% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 7.99 | |
| 0.0282 | 22.62 | |
| 0.9704 | 680.47 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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