V-Lab: ECA Marcellus Trust I Zero Slope Spline-GARCH Volatility Analysis

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ECA Marcellus Trust I Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:61.07% (-2.34%)

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
$ω$	0.3526	2.81
$α$	0.1130	4.62
$β$	0.8390	15.54
$γ_{1}$	-0.2063	-0.22
$γ_{2}$	-0.1465	-0.10
$γ_{3}$	0.8683	1.16
$γ_{4}$	-0.8941	-2.02
$γ_{5}$	0.1826	0.49
$γ_{6}$	1.0886	2.96
$γ_{7}$	-1.7311	-3.67
$γ_{8}$	0.9930	1.83
$γ_{9}$	-0.0364	-0.08
$γ_{10}$	-0.1712	-0.63

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts