Capita PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.91% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 2.33 | |
| 0.0025 | 2.02 | |
| 0.9800 | 702.51 | |
| 0.0350 | 10.21 |
Estimation Period:
Sep 18, 2007 to Feb 6, 2026
Sep 18, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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