Capita PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.92% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6857 | 4.94 | |
| 0.1117 | 5.52 | |
| 0.7060 | 14.37 | |
| -0.1270 | -0.74 | |
| 0.2984 | 1.19 | |
| -0.3206 | -2.01 | |
| 0.4752 | 2.60 | |
| -0.5935 | -2.25 | |
| 0.3589 | 1.24 | |
| -0.1839 | -0.64 | |
| 0.1415 | 0.45 | |
| -0.0646 | -0.26 |
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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