ECA Marcellus Trust I GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:40.43% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1762 | 13.28 | |
| 0.0902 | 10.44 | |
| 0.8810 | 246.24 | |
| 0.0575 | 3.37 |
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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