ECA Marcellus Trust I GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.55% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.5580 | 5.71 | |
| 0.0988 | 57.45 | |
| 0.9906 | 628.12 | |
| 4.0228 | 27.97 |
Estimation Period:
Jul 1, 2010 to Feb 6, 2026
Jul 1, 2010 to Feb 6, 2026
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