ECA Marcellus Trust I MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.23% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0650 | 6.49 | |
| 0.7867 | 39.45 | |
| 0.0926 | 8.12 | |
| 1.7517 | 0.71 | |
| 0.9473 | 0.69 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 1, 2010 to Feb 6, 2026
Jul 1, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ECA Marcellus Trust I Analyses
Other MF2-GARCH Analyses on Units