Here's a short story:

Chapter 13. NAT'S NEW YEAR 

'I don't expect to hear from Emil yet, and Nat writes regularly, but where is Dan? Only two or three postals since he went. Such an energetic fellow as he is could buy up all the farms in Kansas by this time,' said Mrs Jo one morning when the mail came in and no card or envelope bore Dan's dashing hand. 

'He never writes often, you know, but does his work and then comes home. Months and years seem to mean little to him, and he is probably prospecting in the wilderness, forgetful of time,' answered Mr Bhaer, deep in one of Nat's long letters from Leipzig. 

'But he promised he would let me know how he got on, and Dan keeps his word if he can. I'm afraid something has happened to him'; and Mrs Jo comforted herself by patting Don's head, as he came at the sound of his master's name to look at her with eyes almost human in their wistful intelligence. 

'Don't worry, Mum dear, nothing ever happens to the old fellow. He'll turn up all right, and come stalking in some day with a gold-mine in one pocket and a prairie in the other, as jolly as a grig,' said Ted, who was in no haste to deliver Octoo to her rightful owner. 

'Perhaps he has gone to Montana and given up the farm plan. He seemed to like Indians best, I thought'; and Rob went to help his mother with her pile of letters and his cheerful suggestions.  (End of story)

Provide your best guess for the following question. Give ONLY the guess, no other words or explanation.

For example:

Guess: <most likely guess, as short as possible; not a complete sentence, just the guess!>

Here are a few examples of questions and answers:

Question: Where was Nat?
Guess: Leipzig.

Question: What had he promised?
Guess: He didn't.

Question: Who did?
Guess: Dan

Question: Who touched someone on the head?
Guess: Mrs Jo

Question: What did she do?
Guess: Pat Don on the head.

Question: Did he look stupid?
Guess: No

Question: Who were they wondering about?
Guess: Dan

Question: Does he keep in contact?
Guess: not often

Question: Is he lazy?
Guess: No

Question: Who was comforting his mother?
Guess: Ted

Now answer the following question in the same format.

Question: What did he speculate?

That he had gone to montana.