Saba Closed-End Funds ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.92% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 11.35 | |
| 0.1482 | 22.40 | |
| 0.8398 | 158.42 |
Estimation Period:
Mar 21, 2017 to Feb 13, 2026
Mar 21, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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