ECA Marcellus Trust I EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.88% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0874 | 15.04 | |
| 0.2377 | 33.22 | |
| 0.9737 | 542.13 | |
| -0.0568 | -6.71 |
Estimation Period:
Jul 1, 2010 to Feb 6, 2026
Jul 1, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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