ECA Marcellus Trust I AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.25% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1448 | 8.60 | |
| 0.1214 | 31.62 | |
| 0.8799 | 244.28 | |
| 0.5320 | 6.09 |
Estimation Period:
Jul 1, 2010 to Feb 13, 2026
Jul 1, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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