ECA Marcellus Trust I AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.93% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1439 | 8.59 | |
| 0.1210 | 31.63 | |
| 0.8805 | 246.08 | |
| 0.5309 | 6.07 |
Estimation Period:
Jul 1, 2010 to Feb 6, 2026
Jul 1, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ECA Marcellus Trust I Analyses
Other AGARCH Analyses on Units