ECA Marcellus Trust I Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:58.94% (+5.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3506 | 2.91 | |
| 0.1135 | 4.52 | |
| 0.8351 | 14.90 | |
| -0.1699 | -0.18 | |
| -0.2058 | -0.14 | |
| 0.9241 | 1.20 | |
| -0.9985 | -2.27 | |
| 0.3856 | 1.06 | |
| 0.8243 | 2.37 | |
| -1.5754 | -3.98 | |
| 1.0366 | 2.15 | |
| -0.1738 | -0.41 | |
| -0.0684 | -0.26 |
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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