Capita PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.98% (+2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 2.10 | |
| 0.0428 | 12.49 | |
| 0.9976 | 897.90 | |
| -0.0660 | -14.05 |
Estimation Period:
Sep 18, 2007 to Feb 6, 2026
Sep 18, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Capita PLC Analyses
Other EGARCH Analyses on International Equities