Banco Santander Brasil SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.82% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 6.58 | |
| 0.0996 | 19.44 | |
| 0.9847 | 586.16 | |
| -0.0391 | -8.94 |
Estimation Period:
Oct 7, 2009 to Feb 6, 2026
Oct 7, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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