Capita PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2,192.80% (-163.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8204 | 19.04 | |
| 0.0543 | 177.92 | |
| 0.9989 | 16,376.02 | |
| 2.0001 | 20,001,310.00 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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