Saba Closed-End Funds ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.06% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6025 | 4.40 | |
| 0.1833 | 4.36 | |
| 0.7248 | 17.80 | |
| 0.0551 | 0.33 | |
| 0.0569 | 0.21 | |
| -0.3756 | -1.96 | |
| 0.3859 | 3.32 |
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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