ECA Marcellus Trust I GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:55.14% (-3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1766 | 13.29 | |
| 0.0906 | 10.43 | |
| 0.8811 | 245.24 | |
| 0.0565 | 3.30 |
Estimation Period:
Jul 1, 2010 to Dec 12, 2025
Jul 1, 2010 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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