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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1761 | 13.35 | |
| 0.0882 | 10.63 | |
| 0.8824 | 254.30 | |
| 0.0587 | 3.53 |
Estimation Period:
Jul 1, 2010 to Jun 5, 2026
Jul 1, 2010 to Jun 5, 2026
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