Capita PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.14% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 2.44 | |
| 0.0306 | 22.33 | |
| 0.9677 | 627.58 | |
| 0.5681 | 5.46 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities