Manchester United Plc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.96% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0765 | 9.43 | |
| 0.1817 | 16.99 | |
| 0.9690 | 259.17 | |
| 0.0354 | 3.87 |
Estimation Period:
Jan 24, 2018 to Feb 6, 2026
Jan 24, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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