Saba Capital Income & Opportunities Fund II EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.44% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0148 | 9.44 | |
| 0.2152 | 36.19 | |
| 0.9602 | 532.57 | |
| -0.0706 | -11.73 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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