V-Lab: ECA Marcellus Trust I Spline ILLIQ Liquidity Analysis

V-Lab

ECA Marcellus Trust I Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 5th, 2025:6,978,303.00 (-1,200,408.00)

Analysis last updated: Tuesday, August 5, 2025 at 12:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0562	3.47
$α$	0.1550	7.85
$β$	0.8448	42.69
$γ_{1}$	0.1124	0.13
$γ_{2}$	-0.2643	-0.22
$γ_{3}$	0.6150	0.90
$γ_{4}$	-0.7909	-1.21
$γ_{5}$	-0.1254	-0.18
$γ_{6}$	2.0723	2.75
$γ_{7}$	-4.5713	-4.66
$γ_{8}$	6.3976	6.02
$γ_{9}$	-6.6374	-5.47

Estimation Period:
Jul 1, 2010 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other ECA Marcellus Trust I Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM