ECA Marcellus Trust I Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.18% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6722 | 2.95 | |
| 0.1205 | 6.86 | |
| 0.8613 | 32.67 | |
| -0.0012 | -0.23 |
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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