I'm being blamed for stealing and iPhone but i didn't

OK so yesterday our football coach had told us that one of our teammates iPhone 5 had been stolen. And he goes on and say that if we return it now no harm will be done basically. On the day of the incident i came into practice late after staying after for physics help.

So the next day after he had announced the incident i'm walking into weights 1st period and he calls me over and says two people have told him that I stole the phone and he goes on and says that after today they are going to start an investigation and if i'm found guilty i will be kicked off the team and arrested.
But i didn't steal the phone.
So what can I do?
Can they arrest me with no proof?
I'm so confused Help Me please!
I'm not about to be arrested and Kick off the team for something I didn't do

No, they can't arrest you without proof. If you didn't do it you shouldn't have anything to worry about, maybe get a note from the teacher that you were staying late in physics class? Ask who were the ones accusing you maybe they did it and are trying to pin it on you. Don't leave your book bag or locker unlocked they might try and frame you.

Get with your parents and go to the police, and tell them someone has been making false accusations of criminal behavior against you.

I suspect someone is trying to get you kicked off the team and is framing you.

You will be ok buddy if you did not do it they can't frame you for it so your sound. The people who said you did it i think stole it.