V-Lab: Banco Santander Brasil SA Asy. MEM Volatility Analysis

V-Lab

Banco Santander Brasil SA Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:30.26% (-1.27%)

Analysis last updated: Tuesday, May 20, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0272	15.33
$α$	0.0989	27.97
$β$	0.8635	323.16
$γ$	0.0753	10.65

Estimation Period:
Oct 7, 2009 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts