Saba Capital Income & Opportunities Fund II GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.98% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0417 | 26.95 | |
| 0.1393 | 42.59 | |
| 0.8298 | 241.86 |
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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