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V-Lab

ECA Marcellus Trust I GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Tuesday, June 9th, 2026

1 Day

91.26%

decreased by 3.62%

1 Week

91.74%

decreased by 3.14%

1 Month

93.66%

decreased by 1.22%

Analysis last updated: Tuesday, June 9, 2026 at 01:43 PM UTC

Date Range:

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graph of ECA Marcellus Trust I GJR-GARCH

News Impact Curve

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Volatility Forecast

How volatility evolves over time