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

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ECA Marcellus Trust I Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:4,311,773.00 (-435,624.00)

Analysis last updated: Saturday, November 29, 2025 at 02:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0721	3.47
$α$	0.1424	7.56
$β$	0.8575	45.48
$γ_{1}$	0.0798	0.12
$γ_{2}$	-0.1700	-0.18
$γ_{3}$	0.5994	0.91
$γ_{4}$	-1.6736	-2.40
$γ_{5}$	3.0350	2.80
$γ_{6}$	-4.1300	-3.35
$γ_{7}$	4.4098	5.14
$γ_{8}$	-4.4198	-4.45

Estimation Period:
Jul 1, 2010 to Nov 28, 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