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

V-Lab

ECA Marcellus Trust I Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:3,259,687.00 (-216,275.00)

Analysis last updated: Saturday, August 23, 2025 at 01:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0596	3.47
$α$	0.1527	7.93
$β$	0.8471	43.92
$γ_{1}$	0.1219	0.14
$γ_{2}$	-0.2744	-0.23
$γ_{3}$	0.6189	0.91
$γ_{4}$	-0.8188	-1.27
$γ_{5}$	-0.0313	-0.05
$γ_{6}$	1.9112	2.73
$γ_{7}$	-4.5357	-4.82
$γ_{8}$	6.7147	6.00
$γ_{9}$	-7.3592	-5.41

Estimation Period:
Jul 1, 2010 to Aug 22, 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