V-Lab: ECA Marcellus Trust I MF2-GARCH Volatility Analysis

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ECA Marcellus Trust I MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:62.16% (-2.09%)

Analysis last updated: Saturday, December 13, 2025 at 03:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0653	6.48
$β$	0.7869	39.57
$γ$	0.0925	8.09
$λ_{1}$	1.7428	0.72
$λ_{2}$	0.9502	0.70
$λ_{3}$	0.0000	0.00

Estimation Period:
Jul 1, 2010 to Dec 12, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts