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	param	t-stat
$ω$	0.1145	24.11
$α$	0.2415	39.12
$β$	0.9450	341.63
$γ$	-0.0490	-8.17

V-Lab

Capita PLC EGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:39.31% (+3.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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