Saba Capital Income & Opportunities Fund II GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.70% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 26.73 | |
| 0.0862 | 19.65 | |
| 0.8252 | 225.22 | |
| 0.1112 | 12.45 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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