FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.0187	10.22
$α$	0.0180	11.36
$β$	0.9671	610.55
$γ$	0.0272	9.86

V-Lab

Capita PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.72% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capita PLC Analyses