ECA Marcellus Trust I GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:55.57% (-5.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.6952 | 5.66 | |
| 0.1001 | 57.44 | |
| 0.9904 | 611.72 | |
| 3.9892 | 28.30 |
Estimation Period:
Jul 1, 2010 to Dec 12, 2025
Jul 1, 2010 to Dec 12, 2025
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