Capita PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.21% (+5.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.5277 | 4.20 | |
| 0.0683 | 65.63 | |
| 0.9931 | 671.45 | |
| 3.1252 | 42.06 |
Estimation Period:
Sep 18, 2007 to Feb 13, 2026
Sep 18, 2007 to Feb 13, 2026
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