Capita Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.79% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 72.0855 | 3.04 | |
| 0.1301 | 61.88 | |
| 0.9807 | 156.94 | |
| 2.2379 | 143.16 |
Estimation Period:
Oct 2, 1995 to Feb 13, 2026
Oct 2, 1995 to Feb 13, 2026
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