Saba Closed-End Funds ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.33% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5903 | 4.12 | |
| 0.1843 | 4.49 | |
| 0.7261 | 18.20 | |
| 0.0578 | 1.62 | |
| -0.1988 | -3.04 |
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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