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Capita PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.92% (+0.80%)
Analysis last updated: Saturday, February 7, 2026 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Capita PLC S0GARCH
paramt-stat
ω0.68574.94
α0.11175.52
β0.706014.37
γ1-0.1270-0.74
γ20.29841.19
γ3-0.3206-2.01
γ40.47522.60
γ5-0.5935-2.25
γ60.35891.24
γ7-0.1839-0.64
γ80.14150.45
γ9-0.0646-0.26
Estimation Period:
Sep 18, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts