Manchester United Plc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.73% (+6.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.4401 | 6.48 | |
| 0.1247 | 8.45 | |
| 0.8494 | 42.56 | |
| 3.3980 | 5.05 |
Estimation Period:
Nov 28, 2018 to Feb 13, 2026
Nov 28, 2018 to Feb 13, 2026
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