Manchester United Plc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.12% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1124 | 17.32 | |
| 0.2782 | 30.82 | |
| 0.9402 | 214.76 | |
| 0.0229 | 2.69 |
Estimation Period:
Aug 10, 2012 to Feb 6, 2026
Aug 10, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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