ECA Marcellus Trust I GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:46.37% (+4.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.4990 | 5.68 | |
| 0.0995 | 57.38 | |
| 0.9904 | 615.56 | |
| 4.0293 | 27.65 |
Estimation Period:
Jul 1, 2010 to Feb 20, 2026
Jul 1, 2010 to Feb 20, 2026
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