ECA Marcellus Trust I Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
91.25%
increased by 1.29%
1 Week
91.34%
increased by 1.38%
1 Month
91.61%
increased by 1.65%
Analysis last updated: Wednesday, June 10, 2026 at 12:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3810 | 3.80 | |
| 0.1113 | 5.69 | |
| 0.8539 | 19.26 | |
| -0.3971 | -1.96 | |
| 0.6665 | 1.77 | |
| -0.6165 | -1.82 | |
| 0.7947 | 3.14 | |
| -0.8271 | -4.03 | |
| 0.5253 | 2.57 | |
| -0.1763 | -1.28 |
Estimation Period:
Jul 1, 2010 to Jun 5, 2026
Jul 1, 2010 to Jun 5, 2026
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