Saba Capital Income & Opportunities Fund II Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.07% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3836 | 8.03 | |
| 0.1525 | 8.91 | |
| 0.7487 | 25.43 | |
| -0.0092 | -0.76 | |
| 0.0120 | 0.69 | |
| 0.0114 | 0.99 | |
| -0.0420 | -3.21 | |
| 0.0557 | 4.09 | |
| -0.0375 | -4.04 |
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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