Capita PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.10% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6751 | 4.84 | |
| 0.1119 | 5.53 | |
| 0.7039 | 14.26 | |
| -0.1491 | -0.86 | |
| 0.3342 | 1.33 | |
| -0.3455 | -2.18 | |
| 0.4951 | 2.72 | |
| -0.6096 | -2.33 | |
| 0.3732 | 1.28 | |
| -0.2000 | -0.66 | |
| 0.1646 | 0.46 | |
| -0.1138 | -0.30 |
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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