Banco Santander Brasil SA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.31% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1671 | 18.26 | |
| 0.0578 | 24.23 | |
| 0.9133 | 311.17 | |
| 0.3725 | 5.42 |
Estimation Period:
Oct 7, 2009 to Feb 6, 2026
Oct 7, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Banco Santander Brasil SA Analyses
Other AGARCH Analyses on Depositary Receipts