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V-Lab

Capita PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.10% (+0.83%)
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 SGARCH
paramt-stat
ω0.67514.84
α0.11195.53
β0.703914.26
γ1-0.1491-0.86
γ20.33421.33
γ3-0.3455-2.18
γ40.49512.72
γ5-0.6096-2.33
γ60.37321.28
γ7-0.2000-0.66
γ80.16460.46
γ9-0.1138-0.30
Estimation Period:
Sep 18, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts