ECA Marcellus Trust I Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:44.12% (+2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3508 | 2.92 | |
| 0.1134 | 4.50 | |
| 0.8347 | 14.76 | |
| -0.1544 | -0.17 | |
| -0.2351 | -0.16 | |
| 0.9513 | 1.23 | |
| -1.0243 | -2.33 | |
| 0.4100 | 1.13 | |
| 0.7943 | 2.29 | |
| -1.5218 | -3.78 | |
| 0.9275 | 1.86 | |
| 0.0602 | 0.12 | |
| -0.6802 | -1.07 |
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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