Saba Closed-End Funds ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.98% (+4.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 3.33 | |
| 0.1317 | 25.70 | |
| 0.8604 | 202.88 | |
| 0.2930 | 17.67 |
Estimation Period:
Mar 21, 2017 to Feb 6, 2026
Mar 21, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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