Saba Closed-End Funds ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.07% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 14.45 | |
| 0.0782 | 11.31 | |
| 0.8593 | 205.53 | |
| 0.1071 | 5.56 |
Estimation Period:
Mar 21, 2017 to Feb 13, 2026
Mar 21, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Saba Closed-End Funds ETF Analyses
Other GJR-GARCH Analyses on ETFs