Saba Closed-End Funds ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.20% (-3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.9623 | 9,622,730.00 | |
| 0.0138 | 138,030.00 | |
| 0.0478 | 478,470.00 | |
| 7.2519 | 72,519,340.00 | |
| 0.1997 | 1,996,760.00 | |
| 0.0046 | 45,670.00 |
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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