FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.0186	10.21
$α$	0.0180	11.37
$β$	0.9672	614.11
$γ$	0.0271	9.83

V-Lab

Capita PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:35.79% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capita PLC Analyses