Capita PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.10% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 8.00 | |
| 0.0282 | 22.61 | |
| 0.9703 | 679.49 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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