Saba Closed-End Funds ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.44% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7636 | 5.37 | |
| 0.1153 | 33.63 | |
| 0.9883 | 480.47 | |
| 5.7936 | 9.38 |
Estimation Period:
Mar 21, 2017 to Feb 6, 2026
Mar 21, 2017 to Feb 6, 2026
Other Saba Closed-End Funds ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs