V-Lab: Capita PLC GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Capita PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:3014.41% (-93.36%)

Analysis last updated: Saturday, April 20, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.8708	18.88
$α$	0.0549	177.21
$β$	0.9989	16111.66
$ν$	2	20001230.00

Estimation Period:
Jan 1, 1990 to Apr 19, 2024