Saba Capital Income & Opportunities Fund II Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.14% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3689 | 7.96 | |
| 0.1530 | 8.88 | |
| 0.7472 | 25.09 | |
| -0.0102 | -0.83 | |
| 0.0129 | 0.74 | |
| 0.0125 | 1.08 | |
| -0.0454 | -3.33 | |
| 0.0631 | 3.98 | |
| -0.0553 | -2.84 |
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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