ECA Marcellus Trust I EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:45.27% (+4.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0877 | 15.06 | |
| 0.2386 | 33.28 | |
| 0.9735 | 539.33 | |
| -0.0570 | -6.72 |
Estimation Period:
Jul 1, 2010 to Feb 20, 2026
Jul 1, 2010 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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