V-Lab
Capita PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:53.54% (-0.76%)
Analysis last updated: Saturday, May 4, 2024 at 08:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 10.17 | |
| 0.0202 | 10.83 | |
| 0.9629 | 497.64 | |
| 0.0303 | 9.60 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024