Manchester United Plc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.19% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1857 | 14.54 | |
| 0.2784 | 23.90 | |
| 0.9116 | 140.96 | |
| 0.0644 | 5.92 |
Estimation Period:
Nov 28, 2018 to Feb 6, 2026
Nov 28, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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