ECA Marcellus Trust I Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.99% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3494 | 2.91 | |
| 0.1128 | 4.51 | |
| 0.8357 | 14.89 | |
| -0.1737 | -0.19 | |
| -0.2002 | -0.14 | |
| 0.9179 | 1.20 | |
| -0.9820 | -2.25 | |
| 0.3494 | 0.96 | |
| 0.8714 | 2.51 | |
| -1.5978 | -3.92 | |
| 1.0121 | 2.06 | |
| -0.1161 | -0.27 | |
| -0.1216 | -0.47 |
Estimation Period:
Jul 1, 2010 to Feb 6, 2026
Jul 1, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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