ECA Marcellus Trust I GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
99.12%
decreased by 5.11%
1 Week
98.66%
decreased by 5.57%
1 Month
96.93%
decreased by 7.30%
Analysis last updated: Tuesday, June 9, 2026 at 01:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 19.1229 | 5.88 | |
| 0.0989 | 58.52 | |
| 0.9909 | 673.64 | |
| 4.0750 | 28.63 |
Estimation Period:
Jul 1, 2010 to Jun 5, 2026
Jul 1, 2010 to Jun 5, 2026
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